+197.1%
BP vs TKO
+1,406.3%
-1,209.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +7.8% | +0.9% | +7.0% | +7.5% |
| 3M | +8.4% | -6.2% | +14.5% | +9.1% |
| 6M | +15.1% | -5.6% | +20.7% | +15.4% |
| YTD | +36.4% | -7.8% | +44.3% | +37.1% |
| 1Y | +40.9% | -1.2% | +42.1% | +39.6% |
| 3Y | +38.8% | +106.5% | -67.7% | +18.8% |
| 5Y | +141.1% | +310.4% | -169.3% | +80.0% |
| 10Y | +133.9% | +987.5% | -853.6% | +42.5% |
| All | +197.1% | +1,406.3% | -1,209.2% | +37.1% |
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