-26.7%
BB vs TKO
+291.2%
-318.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -0.4% | +2.3% | -2.7% | -1.2% |
| 30D | -12.5% | -2.5% | -10.1% | -12.0% |
| 3M | -17.4% | -10.6% | -6.8% | -14.5% |
| 6M | +119.1% | -5.1% | +124.2% | +121.2% |
| YTD | +102.4% | -8.2% | +110.6% | +105.9% |
| 1Y | +98.2% | -4.4% | +102.6% | +97.7% |
| 3Y | +46.9% | +100.4% | -53.4% | +8.6% |
| All | -26.7% | +291.2% | -318.0% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling