+81.8%
XLI vs TKO
+291.2%
-209.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | -7.3% | -2.5% | -4.8% | -7.0% |
| 3M | -1.3% | -10.6% | +9.3% | +0.3% |
| 6M | +2.2% | -5.1% | +7.3% | +2.6% |
| YTD | +11.7% | -8.2% | +19.9% | +12.6% |
| 1Y | +14.3% | -4.4% | +18.7% | +14.1% |
| 3Y | +70.3% | +100.4% | -30.0% | +48.3% |
| All | +81.8% | +291.2% | -209.4% | +25.8% |
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 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