+3,439.5%
BHP vs TKO
+1,400.2%
+2,039.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | +2.3% | -5.9% | -4.1% |
| 30D | -1.2% | -2.5% | +1.3% | -0.7% |
| 3M | +1.2% | -10.6% | +11.8% | +3.3% |
| 6M | +21.4% | -5.1% | +26.5% | +22.1% |
| YTD | +50.4% | -8.2% | +58.6% | +52.1% |
| 1Y | +67.5% | -4.4% | +71.9% | +67.5% |
| 3Y | +72.8% | +100.4% | -27.6% | +42.3% |
| 5Y | +112.6% | +294.3% | -181.7% | +46.4% |
| 10Y | +481.7% | +983.2% | -501.5% | +193.7% |
| All | +3,439.5% | +1,400.2% | +2,039.3% | +1,143.0% |
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