+48.3%
XLE vs TKO
+1.2%
+47.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +11.8% | +1.6% | +10.2% | +11.9% |
| 3M | +9.8% | -7.8% | +17.6% | +9.5% |
| 6M | +15.6% | -13.3% | +28.9% | +15.7% |
| YTD | +45.3% | -10.3% | +55.5% | +44.9% |
| 1Y | +48.3% | -0.6% | +48.9% | +49.0% |
| All | +48.3% | +1.2% | +47.1% | +49.0% |
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