+1,264.4%
BE vs TKO
+291.2%
+973.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.5% |
| 7D | +9.0% | +2.3% | +6.7% | +8.2% |
| 30D | +16.3% | -2.5% | +18.7% | +17.3% |
| 3M | +10.8% | -10.6% | +21.4% | +14.3% |
| 6M | +73.2% | -5.1% | +78.3% | +72.9% |
| YTD | +217.4% | -8.2% | +225.6% | +219.3% |
| 1Y | +309.8% | -4.4% | +314.2% | +303.8% |
| 3Y | +1,726.2% | +100.4% | +1,625.8% | +1,146.4% |
| All | +1,264.4% | +291.2% | +973.2% | +440.8% |
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