+538.9%
XRT vs TKO
+2,520.7%
-1,981.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | +2.3% | -0.6% | +1.1% |
| 30D | +7.5% | +13.4% | -5.9% | +4.2% |
| 3M | +2.2% | -1.7% | +3.9% | +2.5% |
| 6M | +14.7% | +7.2% | +7.4% | +12.1% |
| YTD | +7.5% | -5.4% | +12.9% | +8.0% |
| 1Y | +14.1% | +8.7% | +5.4% | +10.6% |
| 3Y | +58.8% | +150.4% | -91.7% | +21.7% |
| 5Y | -3.9% | +276.6% | -280.5% | -35.4% |
| 10Y | +137.7% | +1,134.6% | -996.9% | +7.9% |
| All | +538.9% | +2,520.7% | -1,981.8% | +57.8% |
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