+62.9%
FDX vs TKO
+306.8%
-243.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -4.9% | +0.9% | -5.8% | -5.2% |
| 3M | -6.5% | -6.2% | -0.3% | -5.6% |
| 6M | +6.7% | -5.6% | +12.3% | +7.3% |
| YTD | +33.9% | -7.8% | +41.7% | +35.1% |
| 1Y | +72.2% | -1.2% | +73.4% | +71.1% |
| 3Y | +60.2% | +106.5% | -46.3% | +36.5% |
| 5Y | +62.9% | +310.4% | -247.4% | -3.9% |
| All | +62.9% | +306.8% | -243.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling