+21,198.6%
FIX vs TKO
+1,479.1%
+19,719.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | +3.1% | +3.3% | +5.8% |
| 30D | -29.1% | +15.0% | -44.1% | -31.5% |
| 3M | -31.1% | +2.9% | -34.0% | -31.9% |
| 6M | -42.8% | +9.0% | -51.8% | -44.7% |
| YTD | +24.6% | -3.4% | +28.0% | +23.9% |
| 1Y | +21.9% | +12.8% | +9.2% | +16.6% |
| 3Y | +524.9% | +158.0% | +367.0% | +384.1% |
| 5Y | +1,092.2% | +285.4% | +806.8% | +717.0% |
| 10Y | +3,759.0% | +1,160.4% | +2,598.7% | +1,775.6% |
| All | +21,198.6% | +1,479.1% | +19,719.4% | +6,876.5% |
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