+56.3%
BB vs TKO
+1,406.3%
-1,350.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.9% |
| 7D | +1.8% | +0.7% | +1.2% | +1.6% |
| 30D | -12.2% | +0.9% | -13.1% | -12.6% |
| 3M | -12.3% | -6.2% | -6.2% | -11.0% |
| 6M | +122.7% | -5.6% | +128.3% | +124.6% |
| YTD | +104.5% | -7.8% | +112.3% | +107.0% |
| 1Y | +106.7% | -1.2% | +107.9% | +104.5% |
| 3Y | +70.0% | +106.5% | -36.6% | +34.6% |
| 5Y | -27.8% | +310.4% | -338.1% | -53.3% |
| 10Y | +2.4% | +987.5% | -985.2% | -51.5% |
| All | +56.3% | +1,406.3% | -1,350.0% | -58.4% |
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