+41.9%
XLP vs TKO
+128.6%
-86.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +0.7% | +5.7% | -5.0% | +0.4% |
| 30D | +10.3% | +6.9% | +3.3% | +9.8% |
| 3M | +6.5% | +2.4% | +4.1% | +6.3% |
| 6M | +8.4% | +1.1% | +7.3% | +8.2% |
| YTD | +18.2% | -7.5% | +25.7% | +18.4% |
| 1Y | +22.4% | +7.2% | +15.2% | +21.7% |
| 3Y | +41.9% | +131.3% | -89.5% | +36.1% |
| All | +41.9% | +128.6% | -86.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling