+1,199.1%
XLK vs TKO
+1,400.2%
-201.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +0.2% | +2.3% | -2.1% | -0.3% |
| 30D | -0.6% | -2.5% | +1.8% | -0.3% |
| 3M | +2.6% | -10.6% | +13.2% | +4.4% |
| 6M | +34.0% | -5.1% | +39.0% | +34.5% |
| YTD | +30.7% | -8.2% | +38.9% | +31.7% |
| 1Y | +39.2% | -4.4% | +43.6% | +38.9% |
| 3Y | +120.4% | +100.4% | +20.1% | +87.4% |
| 5Y | +148.8% | +294.3% | -145.5% | +82.6% |
| 10Y | +803.3% | +983.2% | -179.9% | +424.2% |
| All | +1,199.1% | +1,400.2% | -201.2% | +403.4% |
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