+921.1%
FISV vs TKO
+1,395.0%
-473.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -7.2% | -2.6% | -4.6% | -6.8% |
| 3M | -8.2% | -7.8% | -0.4% | -7.0% |
| 6M | -17.7% | -7.0% | -10.7% | -16.9% |
| YTD | -27.2% | -8.5% | -18.6% | -26.4% |
| 1Y | -63.0% | -1.3% | -61.7% | -63.1% |
| 3Y | -59.8% | +105.0% | -164.7% | -65.4% |
| 5Y | -55.8% | +292.9% | -348.7% | -66.6% |
| 10Y | -2.4% | +979.3% | -981.8% | -41.0% |
| All | +921.1% | +1,395.0% | -473.8% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling