-14.3%
BROS vs TKO
-3.3%
-11.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | -6.6% | +0.7% | -7.3% | -7.0% |
| 30D | -12.3% | +0.9% | -13.2% | -12.9% |
| 3M | -22.2% | -6.2% | -16.0% | -19.0% |
| 6M | -14.3% | -5.6% | -8.7% | -11.4% |
| All | -14.3% | -3.3% | -11.0% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling