+112.8%
BP vs TKO
+276.1%
-163.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | +2.3% | +1.5% | +3.6% |
| 30D | -5.3% | +13.4% | -18.7% | -6.5% |
| 3M | +9.3% | -1.7% | +11.0% | +9.3% |
| 6M | +7.2% | +7.2% | 0.0% | +6.0% |
| YTD | +38.0% | -5.4% | +43.4% | +38.1% |
| 1Y | +33.2% | +8.7% | +24.5% | +30.7% |
| 3Y | +50.3% | +150.4% | -100.1% | +29.3% |
| All | +112.8% | +276.1% | -163.4% | +59.8% |
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