+790.7%
FIX vs TKO
+104.9%
+685.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +0.9% |
| 7D | +6.1% | +7.2% | -1.1% | +3.9% |
| 30D | -2.7% | +4.7% | -7.4% | -4.3% |
| 3M | -10.9% | -3.2% | -7.7% | -10.9% |
| 6M | +29.0% | -2.9% | +31.9% | +28.5% |
| YTD | +76.9% | -5.8% | +82.7% | +77.5% |
| 1Y | +130.7% | -1.1% | +131.8% | +126.3% |
| 3Y | +790.7% | +111.1% | +679.6% | +615.9% |
| All | +790.7% | +104.9% | +685.8% | +615.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling