+1.3%
BIDU vs TKO
+1.2%
+0.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.4% |
| 30D | -10.5% | +1.6% | -12.1% | -10.5% |
| 3M | -26.2% | -7.8% | -18.4% | -25.9% |
| 6M | -16.4% | -13.3% | -3.1% | -16.2% |
| YTD | -23.9% | -10.3% | -13.6% | -23.1% |
| 1Y | +1.3% | -0.6% | +1.9% | +2.3% |
| All | +1.3% | +1.2% | +0.1% | +2.3% |
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