+876.3%
XLE vs TKO
+1,366.3%
-490.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +11.8% | +1.6% | +10.2% | +11.4% |
| 3M | +9.8% | -7.8% | +17.6% | +11.1% |
| 6M | +15.6% | -13.3% | +28.9% | +17.8% |
| YTD | +45.3% | -10.3% | +55.5% | +46.8% |
| 1Y | +48.3% | -0.6% | +48.9% | +46.8% |
| 3Y | +55.4% | +88.5% | -33.0% | +34.4% |
| 5Y | +216.1% | +284.7% | -68.6% | +135.8% |
| 10Y | +178.4% | +905.7% | -727.3% | +68.7% |
| All | +876.3% | +1,366.3% | -490.1% | +342.8% |
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