+29,425.7%
FIX vs TKO
+1,366.4%
+28,059.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -7.2% | +1.6% | -8.8% | -7.8% |
| 3M | -15.9% | -7.8% | -8.1% | -14.8% |
| 6M | +12.7% | -13.3% | +26.0% | +15.7% |
| YTD | +72.8% | -10.3% | +83.1% | +75.3% |
| 1Y | +122.9% | -0.6% | +123.5% | +120.0% |
| 3Y | +774.3% | +88.5% | +685.8% | +629.4% |
| 5Y | +2,049.5% | +284.7% | +1,764.8% | +1,375.8% |
| 10Y | +5,821.5% | +905.7% | +4,915.7% | +2,934.5% |
| All | +29,425.7% | +1,366.4% | +28,059.3% | +9,768.7% |
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