+1,137.3%
BR vs TKO
+2,398.5%
-1,261.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -2.5% | +0.9% | -3.3% | -2.7% |
| 3M | +13.5% | -6.2% | +19.7% | +14.5% |
| 6M | -9.4% | -5.6% | -3.8% | -8.9% |
| YTD | -23.3% | -7.8% | -15.4% | -22.7% |
| 1Y | -31.6% | -1.2% | -30.4% | -32.1% |
| 3Y | -5.1% | +106.5% | -111.6% | -19.0% |
| 5Y | +8.2% | +310.4% | -302.2% | -20.0% |
| 10Y | +189.8% | +987.5% | -797.7% | +68.8% |
| All | +1,137.3% | +2,398.5% | -1,261.2% | +374.7% |
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 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