+52.3%
XOM vs TKO
-1.0%
+53.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +4.1% | +2.3% | +1.8% | +4.3% |
| 30D | +4.6% | -2.5% | +7.1% | +4.4% |
| 3M | +14.0% | -10.6% | +24.6% | +12.8% |
| 6M | +11.0% | -5.1% | +16.0% | +11.0% |
| YTD | +40.7% | -8.2% | +48.9% | +40.2% |
| 1Y | +52.3% | -4.4% | +56.7% | +52.9% |
| All | +52.3% | -1.0% | +53.3% | +52.9% |
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