+279.2%
TKO vs BTG
+78.0%
+201.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.3% | -3.8% | +6.1% | +2.6% |
| 30D | -2.5% | +3.6% | -6.1% | -2.9% |
| 3M | -10.6% | +32.0% | -42.6% | -13.2% |
| 6M | -5.1% | +3.4% | -8.4% | -6.0% |
| YTD | -8.2% | +20.8% | -29.0% | -10.8% |
| 1Y | -4.4% | +22.4% | -26.9% | -7.8% |
| 3Y | +100.4% | +91.7% | +8.7% | +82.1% |
| All | +279.2% | +78.0% | +201.2% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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