+66.7%
FITB vs TKO
+291.2%
-224.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 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% | +5.5% |
| 6M | +23.4% | -5.1% | +28.5% | +24.0% |
| YTD | +18.8% | -8.2% | +27.0% | +20.2% |
| 1Y | +25.0% | -4.4% | +29.4% | +24.9% |
| 3Y | +131.2% | +100.4% | +30.8% | +89.4% |
| All | +66.7% | +291.2% | -224.5% | -5.0% |
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