+1,046.7%
FIX vs TKO
+263.8%
+782.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +8.3% |
| 7D | -7.2% | +7.8% | -15.1% | -9.0% |
| 30D | -35.1% | +12.2% | -47.3% | -37.0% |
| 3M | -34.3% | +7.5% | -41.7% | -35.7% |
| 6M | -42.9% | +7.7% | -50.7% | -44.9% |
| YTD | +19.5% | -3.3% | +22.8% | +18.9% |
| 1Y | +16.8% | +11.1% | +5.7% | +11.3% |
| 3Y | +506.7% | +141.0% | +365.7% | +383.0% |
| 5Y | +1,046.7% | +278.8% | +767.9% | +655.6% |
| All | +1,046.7% | +263.8% | +782.9% | +655.6% |
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