+696.7%
XLB vs TKO
+1,439.7%
-743.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.8% |
| 7D | -0.2% | +7.2% | -7.4% | -1.5% |
| 30D | -1.7% | +4.7% | -6.4% | -2.6% |
| 3M | +4.4% | -3.2% | +7.6% | +4.6% |
| 6M | +5.0% | -2.9% | +7.9% | +5.1% |
| YTD | +15.5% | -5.8% | +21.3% | +15.9% |
| 1Y | +14.9% | -1.1% | +16.0% | +14.2% |
| 3Y | +34.5% | +111.1% | -76.6% | +15.5% |
| 5Y | +36.5% | +315.6% | -279.0% | +2.9% |
| 10Y | +159.6% | +978.5% | -818.9% | +58.5% |
| All | +696.7% | +1,439.7% | -743.1% | +243.9% |
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 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