+1,008.9%
BE vs TKO
+167.2%
+841.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.0% | +4.6% | +7.6% |
| 7D | +29.8% | +7.2% | +22.6% | +26.2% |
| 30D | +26.4% | +4.7% | +21.7% | +23.9% |
| 3M | +9.3% | -3.2% | +12.5% | +9.0% |
| 6M | +105.1% | -2.9% | +107.9% | +103.0% |
| YTD | +219.0% | -5.8% | +224.9% | +217.6% |
| 1Y | +418.8% | -1.1% | +419.8% | +405.3% |
| 3Y | +1,784.6% | +111.1% | +1,673.5% | +1,200.5% |
| 5Y | +1,251.0% | +315.6% | +935.4% | +572.0% |
| All | +1,008.9% | +167.2% | +841.7% | +487.7% |
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 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