-11.8%
BA vs TKO
+164.3%
-176.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +6.4% | -6.4% | -1.3% |
| 30D | -8.9% | +11.9% | -20.8% | -11.2% |
| 3M | -25.5% | +5.6% | -31.1% | -26.5% |
| 6M | -27.0% | +7.5% | -34.5% | -28.5% |
| YTD | -20.1% | -3.5% | -16.6% | -20.2% |
| 1Y | -11.0% | +13.0% | -24.0% | -14.4% |
| 3Y | -11.8% | +157.6% | -169.4% | -19.7% |
| All | -11.8% | +164.3% | -176.2% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling