+1,243.6%
BDX vs TKO
+1,395.0%
-151.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -2.2% | -2.6% | +0.4% | -2.0% |
| 3M | +20.1% | -7.8% | +27.9% | +21.0% |
| 6M | +9.1% | -7.0% | +16.1% | +9.7% |
| YTD | +17.9% | -8.5% | +26.4% | +18.6% |
| 1Y | +22.1% | -1.3% | +23.4% | +21.7% |
| 3Y | -10.5% | +105.0% | -115.5% | -18.1% |
| 5Y | -2.6% | +292.9% | -295.5% | -17.5% |
| 10Y | +57.5% | +979.3% | -921.9% | +16.7% |
| All | +1,243.6% | +1,395.0% | -151.3% | +699.4% |
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