+6,034.5%
FIX vs TKO
+958.6%
+5,075.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.4% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | -3.5% | +0.9% | -4.4% | -4.0% |
| 3M | -11.8% | -6.2% | -5.6% | -11.0% |
| 6M | +17.8% | -5.6% | +23.4% | +18.3% |
| YTD | +73.3% | -7.8% | +81.2% | +74.8% |
| 1Y | +128.1% | -1.2% | +129.3% | +124.8% |
| 3Y | +772.7% | +106.5% | +666.1% | +590.2% |
| 5Y | +2,166.5% | +310.4% | +1,856.1% | +1,321.2% |
| 10Y | +6,034.5% | +987.5% | +5,046.9% | +2,382.9% |
| All | +6,034.5% | +958.6% | +5,075.8% | +2,382.9% |
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