+74.2%
XLF vs TKO
+102.7%
-28.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | -1.2% | -2.5% | +1.3% | -0.9% |
| 3M | +9.2% | -10.6% | +19.8% | +10.8% |
| 6M | +16.3% | -5.1% | +21.4% | +16.7% |
| YTD | +5.4% | -8.2% | +13.7% | +6.2% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.5% |
| 3Y | +74.2% | +100.4% | -26.2% | +59.2% |
| All | +74.2% | +102.7% | -28.5% | +59.2% |
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