+200.6%
BP vs TKO
+1,446.8%
-1,246.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | +2.3% | +1.5% | +3.4% |
| 30D | -5.3% | +13.4% | -18.7% | -7.4% |
| 3M | +9.3% | -1.7% | +11.0% | +9.2% |
| 6M | +7.2% | +7.2% | 0.0% | +5.3% |
| YTD | +38.0% | -5.4% | +43.4% | +37.9% |
| 1Y | +33.2% | +8.7% | +24.5% | +29.7% |
| 3Y | +50.3% | +150.4% | -100.1% | +24.7% |
| 5Y | +114.1% | +276.6% | -162.5% | +62.0% |
| 10Y | +140.7% | +1,134.6% | -993.9% | +43.6% |
| All | +200.6% | +1,446.8% | -1,246.2% | +37.9% |
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