+239.4%
XME vs TKO
+2,452.1%
-2,212.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | 0.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | +1.4% | +0.9% | +0.5% | +1.0% |
| 3M | +2.7% | -6.2% | +8.9% | +4.2% |
| 6M | +6.5% | -5.6% | +12.1% | +7.5% |
| YTD | +15.2% | -7.8% | +23.0% | +16.7% |
| 1Y | +43.5% | -1.2% | +44.7% | +42.0% |
| 3Y | +135.9% | +106.5% | +29.4% | +80.5% |
| 5Y | +181.5% | +310.4% | -128.9% | +68.3% |
| 10Y | +436.9% | +987.5% | -550.7% | +103.7% |
| All | +239.4% | +2,452.1% | -2,212.7% | -44.8% |
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