+2.0%
FISV vs TKO
+989.7%
-987.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.3% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | 0.0% | -2.5% | +2.5% | +0.5% |
| 3M | -2.8% | -10.6% | +7.8% | -0.8% |
| 6M | -11.8% | -5.1% | -6.8% | -11.3% |
| YTD | -23.2% | -8.2% | -15.0% | -22.3% |
| 1Y | -62.0% | -4.4% | -57.6% | -61.9% |
| 3Y | -57.6% | +100.4% | -158.0% | -64.2% |
| 5Y | -53.4% | +294.3% | -347.7% | -66.6% |
| All | +2.0% | +989.7% | -987.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling