+16.9%
XLB vs TKO
+1.2%
+15.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -0.4% | +1.6% | -2.0% | -0.7% |
| 3M | +2.0% | -7.8% | +9.7% | +2.8% |
| 6M | +1.8% | -13.3% | +15.1% | +3.7% |
| YTD | +16.6% | -10.3% | +26.9% | +18.1% |
| 1Y | +16.9% | -0.6% | +17.6% | +15.1% |
| All | +16.9% | +1.2% | +15.7% | +15.1% |
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