+130.0%
FITB vs TKO
+102.0%
+28.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -5.5% | -2.6% | -2.9% | -5.2% |
| 3M | +4.1% | -7.8% | +11.9% | +5.4% |
| 6M | +18.7% | -7.0% | +25.7% | +19.7% |
| YTD | +18.2% | -8.5% | +26.7% | +19.4% |
| 1Y | +23.7% | -1.3% | +25.0% | +22.9% |
| All | +130.0% | +102.0% | +28.0% | +103.9% |
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