+53.4%
BHP vs TKO
+5.6%
+47.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.2% |
| 7D | -2.5% | +11.3% | -13.8% | -3.8% |
| 30D | -7.7% | +9.3% | -17.0% | -8.7% |
| 3M | -6.4% | +5.3% | -11.7% | -7.2% |
| 6M | +5.2% | +4.9% | +0.3% | +2.9% |
| YTD | +38.3% | -6.3% | +44.6% | +39.0% |
| 1Y | +53.4% | +4.9% | +48.5% | +51.1% |
| All | +53.4% | +5.6% | +47.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling