+134.1%
BP vs TKO
+989.7%
-855.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +5.2% | +2.3% | +2.9% | +4.8% |
| 30D | +8.7% | -2.5% | +11.2% | +9.1% |
| 3M | +9.3% | -10.6% | +19.9% | +11.2% |
| 6M | +13.6% | -5.1% | +18.6% | +13.8% |
| YTD | +37.7% | -8.2% | +45.9% | +38.5% |
| 1Y | +40.6% | -4.4% | +45.1% | +40.0% |
| 3Y | +40.3% | +100.4% | -60.0% | +16.9% |
| 5Y | +141.4% | +294.3% | -152.9% | +67.0% |
| All | +134.1% | +989.7% | -855.5% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling