+2,185.6%
FIX vs TKO
+312.5%
+1,873.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +1.1% |
| 7D | +6.1% | +7.2% | -1.1% | +4.1% |
| 30D | -2.7% | +4.7% | -7.4% | -4.1% |
| 3M | -10.9% | -3.2% | -7.7% | -10.9% |
| 6M | +29.0% | -2.9% | +31.9% | +28.6% |
| YTD | +76.9% | -5.8% | +82.7% | +77.4% |
| 1Y | +130.7% | -1.1% | +131.8% | +127.4% |
| 3Y | +790.7% | +111.1% | +679.6% | +629.5% |
| 5Y | +2,185.6% | +315.6% | +1,870.0% | +1,359.1% |
| All | +2,185.6% | +312.5% | +1,873.0% | +1,359.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling