+153.3%
XOP vs TKO
+291.2%
-137.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | +9.6% | -2.5% | +12.1% | +10.0% |
| 3M | +20.4% | -10.6% | +31.0% | +22.7% |
| 6M | +19.9% | -5.1% | +25.0% | +20.2% |
| YTD | +56.4% | -8.2% | +64.6% | +57.7% |
| 1Y | +52.4% | -4.4% | +56.9% | +51.7% |
| 3Y | +39.9% | +100.4% | -60.5% | +14.4% |
| All | +153.3% | +291.2% | -137.9% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling