+19.4%
BIL vs TKO
+303.5%
-284.1%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +0.9% | -7.8% | +8.7% | +0.9% |
| 6M | +1.8% | -7.0% | +8.8% | +1.8% |
| YTD | +2.5% | -8.5% | +11.0% | +2.5% |
| 1Y | +3.7% | -1.3% | +5.0% | +3.7% |
| 3Y | +14.1% | +105.0% | -90.9% | +14.1% |
| 5Y | +19.4% | +292.9% | -273.5% | +19.5% |
| All | +19.4% | +303.5% | -284.1% | +19.5% |
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