+22.6%
XHB vs TKO
+102.7%
-80.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.6% | +2.3% | -7.0% | -5.1% |
| 30D | -9.1% | -2.5% | -6.7% | -8.7% |
| 3M | -8.6% | -10.6% | +2.0% | -6.7% |
| 6M | -4.0% | -5.1% | +1.0% | -3.5% |
| YTD | -3.9% | -8.2% | +4.3% | -2.9% |
| 1Y | -16.5% | -4.4% | -12.0% | -16.3% |
| 3Y | +22.6% | +100.4% | -77.8% | +11.9% |
| All | +22.6% | +102.7% | -80.1% | +11.9% |
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