-23.5%
XYL vs TKO
-1.0%
-22.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | -11.9% | -2.5% | -9.5% | -11.7% |
| 3M | -1.5% | -10.6% | +9.1% | -0.4% |
| 6M | -11.9% | -5.1% | -6.8% | -12.0% |
| YTD | -20.6% | -8.2% | -12.4% | -20.5% |
| 1Y | -23.5% | -4.4% | -19.1% | -23.1% |
| All | -23.5% | -1.0% | -22.6% | -23.1% |
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 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