+1,979.5%
BWA vs TKO
+1,400.2%
+579.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 6M | +26.5% | -5.1% | +31.5% | +27.0% |
| YTD | +49.1% | -8.2% | +57.3% | +50.2% |
| 1Y | +52.1% | -4.4% | +56.5% | +51.7% |
| 3Y | +72.6% | +100.4% | -27.8% | +45.2% |
| 5Y | +89.4% | +294.3% | -204.9% | +36.4% |
| 10Y | +157.7% | +983.2% | -825.5% | +40.8% |
| All | +1,979.5% | +1,400.2% | +579.2% | +707.4% |
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