+57.0%
XLE vs TKO
+108.0%
-51.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.7% |
| 7D | 0.0% | +7.2% | -7.2% | -0.6% |
| 30D | +12.6% | +4.7% | +7.9% | +12.1% |
| 3M | +11.8% | -3.2% | +15.1% | +12.0% |
| 6M | +16.1% | -2.9% | +18.9% | +16.1% |
| YTD | +46.9% | -5.8% | +52.7% | +47.2% |
| 1Y | +53.3% | -1.1% | +54.3% | +52.4% |
| All | +57.0% | +108.0% | -51.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling