+442.6%
XYL vs TKO
+2,599.2%
-2,156.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | +0.8% | +0.7% | +0.2% | +0.7% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | -2.5% | -6.2% | +3.6% | -1.7% |
| 6M | -12.2% | -5.6% | -6.6% | -11.7% |
| YTD | -20.1% | -7.8% | -12.2% | -19.4% |
| 1Y | -20.6% | -1.2% | -19.4% | -21.1% |
| 3Y | +17.3% | +106.5% | -89.2% | +1.3% |
| 5Y | -14.5% | +310.4% | -324.9% | -35.3% |
| 10Y | +150.2% | +987.5% | -837.3% | +61.0% |
| All | +442.6% | +2,599.2% | -2,156.6% | +157.2% |
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