+12.0%
XLB vs TKO
-1.0%
+13.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | +2.3% | -5.2% | -3.1% |
| 30D | -3.1% | -2.5% | -0.6% | -2.9% |
| 3M | -0.2% | -10.6% | +10.4% | +1.2% |
| 6M | +3.1% | -5.1% | +8.1% | +3.3% |
| YTD | +13.3% | -8.2% | +21.5% | +14.3% |
| 1Y | +12.0% | -4.4% | +16.5% | +11.4% |
| All | +12.0% | -1.0% | +13.0% | +11.4% |
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