+883.5%
BX vs TKO
+2,209.1%
-1,325.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -14.8% | -2.6% | -12.2% | -14.2% |
| 3M | +6.9% | -7.8% | +14.7% | +9.1% |
| 6M | +16.3% | -7.0% | +23.3% | +18.1% |
| YTD | -16.1% | -8.5% | -7.5% | -14.7% |
| 1Y | -26.8% | -1.3% | -25.5% | -27.6% |
| 3Y | +22.4% | +105.0% | -82.5% | -6.1% |
| 5Y | +16.0% | +292.9% | -276.9% | -29.5% |
| 10Y | +646.9% | +979.3% | -332.4% | +178.1% |
| All | +883.5% | +2,209.1% | -1,325.7% | +72.9% |
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 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