-10.6%
BA vs TKO
+5.6%
-16.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.2% | +1.5% |
| 7D | +5.9% | +11.3% | -5.4% | +3.8% |
| 30D | -8.2% | +9.3% | -17.4% | -9.8% |
| 3M | -25.4% | +5.3% | -30.7% | -26.1% |
| 6M | -20.0% | +4.9% | -24.9% | -21.1% |
| YTD | -18.5% | -6.3% | -12.2% | -17.8% |
| 1Y | -10.6% | +4.9% | -15.5% | -14.0% |
| All | -10.6% | +5.6% | -16.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling