+284.0%
FITB vs TKO
+989.7%
-705.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.3% | +2.3% | -2.6% | -0.9% |
| 30D | -5.7% | -2.5% | -3.2% | -5.3% |
| 3M | +3.2% | -10.6% | +13.8% | +5.6% |
| 6M | +23.4% | -5.1% | +28.5% | +24.1% |
| YTD | +18.8% | -8.2% | +27.0% | +20.3% |
| 1Y | +25.0% | -4.4% | +29.4% | +24.9% |
| 3Y | +131.2% | +100.4% | +30.8% | +86.9% |
| 5Y | +70.7% | +294.3% | -223.6% | +12.2% |
| All | +284.0% | +989.7% | -705.6% | +91.1% |
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