+64.3%
XLF vs TKO
+291.2%
-227.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | +9.2% | -10.6% | +19.8% | +11.1% |
| 6M | +16.3% | -5.1% | +21.4% | +16.8% |
| YTD | +5.4% | -8.2% | +13.7% | +6.3% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.5% |
| 3Y | +74.2% | +100.4% | -26.2% | +50.5% |
| All | +64.3% | +291.2% | -227.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling