+22.6%
BROS vs TKO
+280.6%
-258.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -6.6% | +0.7% | -7.3% | -6.9% |
| 30D | -12.3% | +0.9% | -13.2% | -12.7% |
| 3M | -22.2% | -6.2% | -16.0% | -20.7% |
| 6M | -14.3% | -5.6% | -8.7% | -12.9% |
| YTD | -26.6% | -7.8% | -18.7% | -24.8% |
| 1Y | -31.5% | -1.2% | -30.3% | -31.6% |
| 3Y | +62.3% | +106.5% | -44.3% | +24.5% |
| All | +22.6% | +280.6% | -258.0% | -33.2% |
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