+30.4%
BIL vs TKO
+2,184.2%
-2,153.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | 0.0% |
| 7D | +0.1% | +7.2% | -7.1% | +0.1% |
| 30D | +0.3% | +4.7% | -4.4% | +0.3% |
| 3M | +0.9% | -3.2% | +4.1% | +0.9% |
| 6M | +1.8% | -2.9% | +4.7% | +1.8% |
| YTD | +2.5% | -5.8% | +8.3% | +2.5% |
| 1Y | +3.7% | -1.1% | +4.7% | +3.7% |
| 3Y | +14.1% | +111.1% | -97.0% | +14.1% |
| 5Y | +19.4% | +315.6% | -296.1% | +19.6% |
| 10Y | +25.3% | +978.5% | -953.2% | +25.5% |
| All | +30.4% | +2,184.2% | -2,153.9% | +31.1% |
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 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