-20.6%
BA vs TKO
+279.0%
-299.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +6.4% | -6.4% | -1.6% |
| 30D | -8.9% | +11.9% | -20.8% | -11.6% |
| 3M | -25.5% | +5.6% | -31.1% | -26.8% |
| 6M | -27.0% | +7.5% | -34.5% | -28.8% |
| YTD | -20.1% | -3.5% | -16.6% | -20.3% |
| 1Y | -11.0% | +13.0% | -24.0% | -15.0% |
| 3Y | -11.8% | +157.6% | -169.4% | -33.1% |
| 5Y | -20.6% | +288.2% | -308.9% | -56.1% |
| All | -20.6% | +279.0% | -299.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling