+141.4%
XLC vs TKO
+240.7%
-99.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.6% |
| 7D | +0.6% | +7.2% | -6.6% | -1.0% |
| 30D | +0.2% | +4.7% | -4.5% | -0.9% |
| 3M | +0.6% | -3.2% | +3.9% | +1.1% |
| 6M | -4.5% | -2.9% | -1.6% | -4.4% |
| YTD | -4.7% | -5.8% | +1.1% | -4.2% |
| 1Y | -1.7% | -1.1% | -0.6% | -2.4% |
| 3Y | +72.3% | +111.1% | -38.8% | +40.7% |
| 5Y | +37.8% | +315.6% | -277.8% | -7.4% |
| All | +141.4% | +240.7% | -99.3% | +56.9% |
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