+123.0%
XRT vs TKO
+989.7%
-866.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -4.5% | -2.5% | -2.0% | -4.0% |
| 3M | -3.1% | -10.6% | +7.5% | -0.7% |
| 6M | +4.2% | -5.1% | +9.3% | +5.0% |
| YTD | -0.1% | -8.2% | +8.1% | +1.2% |
| 1Y | -3.0% | -4.4% | +1.4% | -3.0% |
| 3Y | +41.8% | +100.4% | -58.6% | +15.5% |
| 5Y | -1.3% | +294.3% | -295.6% | -34.2% |
| All | +123.0% | +989.7% | -866.7% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling