+1,043.8%
XLY vs TKO
+1,400.2%
-356.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | -4.2% | -2.5% | -1.7% | -3.8% |
| 3M | -2.7% | -10.6% | +7.9% | -0.9% |
| 6M | -0.6% | -5.1% | +4.4% | -0.1% |
| YTD | -5.0% | -8.2% | +3.2% | -4.1% |
| 1Y | -4.1% | -4.4% | +0.3% | -4.1% |
| 3Y | +33.6% | +100.4% | -66.8% | +14.6% |
| 5Y | +28.7% | +294.3% | -265.6% | -4.0% |
| 10Y | +219.6% | +983.2% | -763.5% | +88.3% |
| All | +1,043.8% | +1,400.2% | -356.4% | +377.3% |
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