+167.9%
XHB vs TKO
+2,765.7%
-2,597.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -8.3% | +0.9% | -9.2% | -8.7% |
| 3M | -7.1% | -6.2% | -1.0% | -5.8% |
| 6M | -5.3% | -5.6% | +0.4% | -4.3% |
| YTD | -3.2% | -7.8% | +4.7% | -1.8% |
| 1Y | -13.9% | -1.2% | -12.6% | -14.6% |
| 3Y | +24.9% | +106.5% | -81.6% | -2.6% |
| 5Y | +34.5% | +310.4% | -275.8% | -16.9% |
| 10Y | +215.5% | +987.5% | -772.1% | +26.1% |
| All | +167.9% | +2,765.7% | -2,597.8% | -53.0% |
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