+426.2%
BTSG vs TKO
+120.6%
+305.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.9% | -6.4% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | 0.0% | -2.6% | +2.6% | +0.7% |
| 3M | -4.5% | -7.8% | +3.3% | -2.5% |
| 6M | +40.0% | -7.0% | +47.0% | +42.0% |
| YTD | +54.6% | -8.5% | +63.1% | +57.1% |
| 1Y | +106.1% | -1.3% | +107.4% | +102.4% |
| All | +426.2% | +120.6% | +305.6% | +299.2% |
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