+513.3%
XRT vs TKO
+2,384.4%
-1,871.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -4.2% | +1.6% | -5.8% | -4.7% |
| 3M | +5.1% | -7.8% | +12.9% | +7.0% |
| 6M | +2.4% | -13.3% | +15.7% | +5.6% |
| YTD | +3.2% | -10.3% | +13.5% | +5.2% |
| 1Y | +1.5% | -0.6% | +2.1% | +0.6% |
| 3Y | +40.6% | +88.5% | -47.9% | +15.4% |
| 5Y | -1.0% | +284.7% | -285.7% | -33.9% |
| 10Y | +128.4% | +905.7% | -777.3% | +9.2% |
| All | +513.3% | +2,384.4% | -1,871.1% | +53.7% |
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