+85.5%
BWA vs TKO
+291.2%
-205.7%
-45.9%
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 | -1.3% | +2.3% | -3.6% | -1.8% |
| 30D | -2.9% | -2.5% | -0.5% | -2.6% |
| 3M | -10.7% | -10.6% | -0.1% | -8.9% |
| 6M | +26.5% | -5.1% | +31.5% | +27.0% |
| YTD | +49.1% | -8.2% | +57.3% | +50.3% |
| 1Y | +52.1% | -4.4% | +56.5% | +51.5% |
| 3Y | +72.6% | +100.4% | -27.8% | +41.9% |
| All | +85.5% | +291.2% | -205.7% | +14.8% |
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