+73.7%
FDX vs TKO
-2.5%
+76.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 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% | -0.8% |
| 6M | +8.0% | -7.0% | +15.1% | +9.2% |
| YTD | +35.0% | -8.5% | +43.5% | +37.2% |
| 1Y | +73.7% | -1.3% | +75.0% | +74.2% |
| All | +73.7% | -2.5% | +76.2% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling