+19.7%
BROS vs TKO
+279.0%
-259.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -5.8% | +2.3% | -8.1% | -6.6% |
| 30D | -14.0% | -2.5% | -11.5% | -13.2% |
| 3M | -32.5% | -10.6% | -21.9% | -30.0% |
| 6M | -14.9% | -5.1% | -9.9% | -13.7% |
| YTD | -28.3% | -8.2% | -20.1% | -26.4% |
| 1Y | -34.0% | -4.4% | -29.5% | -33.4% |
| 3Y | +63.0% | +100.4% | -37.4% | +26.8% |
| All | +19.7% | +279.0% | -259.4% | -34.7% |
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 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