+169.4%
XLV vs TKO
+989.7%
-820.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | +2.3% | -5.9% | -3.9% |
| 30D | -1.8% | -2.5% | +0.6% | -1.6% |
| 3M | +7.8% | -10.6% | +18.4% | +9.2% |
| 6M | +9.1% | -5.1% | +14.2% | +9.5% |
| YTD | +7.7% | -8.2% | +16.0% | +8.5% |
| 1Y | +20.4% | -4.4% | +24.9% | +20.4% |
| 3Y | +30.8% | +100.4% | -69.6% | +16.9% |
| 5Y | +34.6% | +294.3% | -259.7% | +7.4% |
| All | +169.4% | +989.7% | -820.3% | +85.4% |
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 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