+71.4%
BTI vs TKO
+989.7%
-918.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -1.1% | -2.5% | +1.4% | -0.8% |
| 3M | -8.8% | -10.6% | +1.8% | -7.7% |
| 6M | -4.0% | -5.1% | +1.1% | -3.6% |
| YTD | +0.4% | -8.2% | +8.6% | +1.0% |
| 1Y | +1.9% | -4.4% | +6.4% | +1.9% |
| 3Y | +108.5% | +100.4% | +8.1% | +87.4% |
| 5Y | +118.5% | +294.3% | -175.8% | +76.1% |
| All | +71.4% | +989.7% | -918.2% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling