+23.4%
BA vs TKO
+1,112.7%
-1,089.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.0% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -8.0% | +11.6% | -19.6% | -10.9% |
| 3M | -25.8% | -0.1% | -25.7% | -26.0% |
| 6M | -27.6% | +6.7% | -34.3% | -29.4% |
| YTD | -21.0% | -6.0% | -15.0% | -20.6% |
| 1Y | -12.3% | +8.5% | -20.8% | -15.4% |
| 3Y | -12.8% | +150.9% | -163.7% | -35.1% |
| 5Y | -22.4% | +274.0% | -296.4% | -50.8% |
| All | +23.4% | +1,112.7% | -1,089.4% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling