+440.6%
XLF vs TKO
+1,400.2%
-959.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | -1.2% | -2.5% | +1.3% | -0.7% |
| 3M | +9.2% | -10.6% | +19.8% | +11.5% |
| 6M | +16.3% | -5.1% | +21.4% | +16.9% |
| YTD | +5.4% | -8.2% | +13.7% | +6.5% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.5% |
| 3Y | +74.2% | +100.4% | -26.2% | +43.7% |
| 5Y | +66.1% | +294.3% | -228.2% | +14.9% |
| 10Y | +252.8% | +983.2% | -730.4% | +77.7% |
| All | +440.6% | +1,400.2% | -959.7% | +79.3% |
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