+17.8%
XBI vs TKO
-7.5%
+25.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +2.3% | -7.0% | -4.9% |
| 30D | -2.0% | -2.5% | +0.5% | -1.6% |
| 3M | +17.8% | -10.6% | +28.4% | +19.8% |
| All | +17.8% | -7.5% | +25.3% | +19.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling