+177.0%
FDX vs TKO
+985.8%
-808.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -3.3% | -2.6% | -0.7% | -2.9% |
| 3M | -2.0% | -7.8% | +5.8% | -0.5% |
| 6M | +8.0% | -7.0% | +15.1% | +9.2% |
| YTD | +35.0% | -8.5% | +43.5% | +36.7% |
| 1Y | +73.7% | -1.3% | +75.0% | +72.2% |
| 3Y | +61.6% | +105.0% | -43.4% | +30.5% |
| 5Y | +65.4% | +292.9% | -227.5% | +9.1% |
| All | +177.0% | +985.8% | -808.8% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling