+39.3%
XLC vs TKO
+303.5%
-264.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.2% | -2.6% | +2.8% | +0.7% |
| 3M | +0.7% | -7.8% | +8.5% | +2.1% |
| 6M | -4.5% | -7.0% | +2.6% | -3.5% |
| YTD | -4.7% | -8.5% | +3.8% | -3.7% |
| 1Y | -1.5% | -1.3% | -0.2% | -2.2% |
| 3Y | +72.2% | +105.0% | -32.7% | +44.9% |
| 5Y | +39.3% | +292.9% | -253.6% | -15.2% |
| All | +39.3% | +303.5% | -264.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling