+108.6%
XLP vs TKO
+982.1%
-873.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | -1.4% | +7.2% | -8.6% | -2.2% |
| 30D | -1.3% | +4.7% | -6.0% | -1.8% |
| 3M | +1.8% | -3.2% | +5.1% | +2.1% |
| 6M | -0.8% | -2.9% | +2.0% | -0.8% |
| YTD | +9.5% | -5.8% | +15.3% | +9.8% |
| 1Y | +7.2% | -1.1% | +8.2% | +6.7% |
| 3Y | +27.1% | +111.1% | -84.0% | +14.9% |
| 5Y | +32.0% | +315.6% | -283.5% | +8.4% |
| All | +108.6% | +982.1% | -873.5% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling