+59.4%
FDX vs TKO
+103.5%
-44.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -4.9% | +0.9% | -5.8% | -5.1% |
| 3M | -6.5% | -6.2% | -0.3% | -5.8% |
| 6M | +6.7% | -5.6% | +12.3% | +7.2% |
| YTD | +33.9% | -7.8% | +41.7% | +34.9% |
| 1Y | +72.2% | -1.2% | +73.4% | +71.6% |
| All | +59.4% | +103.5% | -44.1% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling