-65.6%
XE vs TKO
+5.2%
-70.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.4% | -11.8% | -9.2% |
| 7D | -12.9% | +11.3% | -24.2% | -15.5% |
| 30D | -30.3% | +9.3% | -39.5% | -32.0% |
| 3M | -45.9% | +5.3% | -51.2% | -45.5% |
| 6M | -66.2% | +4.9% | -71.1% | -65.6% |
| All | -65.6% | +5.2% | -70.8% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling