+906.3%
XBI vs TKO
+2,754.1%
-1,847.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | +2.3% | -7.0% | -5.2% |
| 30D | -2.0% | -2.5% | +0.5% | -1.5% |
| 3M | +17.8% | -10.6% | +28.4% | +20.7% |
| 6M | +23.7% | -5.1% | +28.8% | +24.6% |
| YTD | +28.2% | -8.2% | +36.5% | +29.8% |
| 1Y | +64.0% | -4.4% | +68.4% | +63.9% |
| 3Y | +99.4% | +100.4% | -1.0% | +61.4% |
| 5Y | +19.3% | +294.3% | -275.0% | -20.4% |
| 10Y | +158.7% | +983.2% | -824.4% | +22.4% |
| All | +906.3% | +2,754.1% | -1,847.8% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling