+8,869.0%
BN vs TKO
+1,406.3%
+7,462.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -13.0% | +0.9% | -13.9% | -13.2% |
| 3M | -15.2% | -6.2% | -9.1% | -14.5% |
| 6M | -5.9% | -5.6% | -0.3% | -5.3% |
| YTD | -15.8% | -7.8% | -7.9% | -15.0% |
| 1Y | -12.2% | -1.2% | -11.0% | -12.7% |
| 3Y | +72.2% | +106.5% | -34.3% | +48.7% |
| 5Y | +33.2% | +310.4% | -277.2% | +1.2% |
| 10Y | +264.7% | +987.5% | -722.9% | +125.3% |
| All | +8,869.0% | +1,406.3% | +7,462.7% | +3,858.0% |
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