+6.7%
XME vs TKO
+5.6%
+1.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.6% |
| 7D | -5.5% | +11.3% | -16.7% | -7.3% |
| 30D | -11.1% | +9.3% | -20.4% | -12.6% |
| 3M | -11.1% | +5.3% | -16.4% | -12.2% |
| 6M | -18.0% | +4.9% | -22.9% | -19.9% |
| YTD | -7.4% | -6.3% | -1.1% | -5.4% |
| 1Y | +6.7% | +4.9% | +1.8% | +2.5% |
| All | +6.7% | +5.6% | +1.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling