+50.3%
XLE vs TKO
-2.5%
+52.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +6.6% | -2.6% | +9.2% | +6.5% |
| 3M | +12.3% | -7.8% | +20.0% | +12.0% |
| 6M | +18.4% | -7.0% | +25.4% | +18.5% |
| YTD | +47.2% | -8.5% | +55.8% | +47.1% |
| 1Y | +50.3% | -1.3% | +51.6% | +50.0% |
| All | +50.3% | -2.5% | +52.8% | +50.0% |
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