+279.2%
TKO vs BG
+81.8%
+197.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.3% | +3.1% | -0.8% | +1.9% |
| 30D | -2.5% | +10.2% | -12.7% | -3.8% |
| 3M | -10.6% | -1.7% | -8.9% | -10.5% |
| 6M | -5.1% | +1.0% | -6.0% | -5.5% |
| YTD | -8.2% | +39.9% | -48.1% | -13.4% |
| 1Y | -4.4% | +53.2% | -57.7% | -11.4% |
| 3Y | +100.4% | +16.3% | +84.1% | +93.6% |
| All | +279.2% | +81.8% | +197.4% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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