-68.9%
BBWI vs TKO
+303.5%
-372.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -6.6% | -2.6% | -4.0% | -6.1% |
| 3M | -2.7% | -7.8% | +5.1% | -0.7% |
| 6M | -12.8% | -7.0% | -5.8% | -11.5% |
| YTD | -10.5% | -8.5% | -1.9% | -8.9% |
| 1Y | -35.3% | -1.3% | -34.0% | -35.7% |
| 3Y | -47.7% | +105.0% | -152.7% | -58.1% |
| 5Y | -68.9% | +292.9% | -361.8% | -82.7% |
| All | -68.9% | +303.5% | -372.4% | -82.7% |
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 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