+433.9%
BTSG vs TKO
+121.3%
+312.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -3.3% | +2.3% | -5.6% | -4.0% |
| 30D | -1.6% | -2.5% | +0.9% | -1.0% |
| 3M | -6.9% | -10.6% | +3.7% | -3.9% |
| 6M | +42.1% | -5.1% | +47.2% | +43.1% |
| YTD | +56.8% | -8.2% | +65.0% | +59.2% |
| 1Y | +109.8% | -4.4% | +114.3% | +109.0% |
| All | +433.9% | +121.3% | +312.6% | +304.6% |
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