+34.1%
XLP vs TKO
+287.6%
-253.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -1.0% | +0.7% | -1.8% | -1.1% |
| 30D | -0.9% | +1.6% | -2.5% | -1.0% |
| 3M | +3.8% | -7.8% | +11.6% | +4.4% |
| 6M | -1.7% | -13.3% | +11.6% | -0.9% |
| YTD | +10.3% | -10.3% | +20.5% | +10.9% |
| 1Y | +7.8% | -0.6% | +8.4% | +7.5% |
| 3Y | +27.2% | +88.5% | -61.3% | +19.8% |
| All | +34.1% | +287.6% | -253.5% | +15.4% |
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 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