+4,003.8%
TKO vs BG
+1,169.9%
+2,834.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +2.3% | +3.1% | -0.8% | +1.8% |
| 30D | -2.5% | +10.2% | -12.7% | -4.2% |
| 3M | -10.6% | -1.7% | -8.9% | -10.6% |
| 6M | -5.1% | +1.0% | -6.0% | -5.7% |
| YTD | -8.2% | +39.9% | -48.1% | -14.3% |
| 1Y | -4.4% | +53.2% | -57.7% | -12.5% |
| 3Y | +100.4% | +16.3% | +84.1% | +90.8% |
| 5Y | +294.3% | +83.9% | +210.4% | +239.6% |
| 10Y | +983.2% | +165.1% | +818.0% | +734.3% |
| All | +4,003.8% | +1,169.9% | +2,834.0% | +2,829.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling