+50.3%
BP vs TKO
+154.2%
-103.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +3.8% | +2.3% | +1.5% | +3.7% |
| 30D | -5.3% | +13.4% | -18.7% | -5.9% |
| 3M | +9.3% | -1.7% | +11.0% | +9.3% |
| 6M | +7.2% | +7.2% | 0.0% | +6.5% |
| YTD | +38.0% | -5.4% | +43.4% | +38.2% |
| 1Y | +33.2% | +8.7% | +24.5% | +31.2% |
| 3Y | +50.3% | +150.4% | -100.1% | +35.7% |
| All | +50.3% | +154.2% | -103.9% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling