+141.3%
BP vs TKO
+303.5%
-162.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +8.1% | -2.6% | +10.7% | +8.3% |
| 3M | +8.6% | -7.8% | +16.4% | +9.3% |
| 6M | +18.1% | -7.0% | +25.1% | +18.6% |
| YTD | +37.6% | -8.5% | +46.2% | +38.2% |
| 1Y | +39.4% | -1.3% | +40.7% | +38.3% |
| 3Y | +40.1% | +105.0% | -64.9% | +23.3% |
| 5Y | +141.3% | +292.9% | -151.6% | +62.0% |
| All | +141.3% | +303.5% | -162.2% | +62.0% |
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 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