-1.9%
BDX vs TKO
+291.2%
-293.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | -2.5% | -2.5% | -0.1% | -2.3% |
| 3M | +21.4% | -10.6% | +32.0% | +22.7% |
| 6M | +10.4% | -5.1% | +15.5% | +10.8% |
| YTD | +18.8% | -8.2% | +27.1% | +19.5% |
| 1Y | +21.7% | -4.4% | +26.1% | +21.7% |
| 3Y | -10.0% | +100.4% | -110.3% | -15.8% |
| All | -1.9% | +291.2% | -293.1% | -14.1% |
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 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