+534.5%
BA vs TKO
+1,479.1%
-944.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -1.4% | +3.1% | -4.5% | -2.0% |
| 30D | -7.9% | +15.0% | -22.9% | -10.5% |
| 3M | -25.2% | +2.9% | -28.0% | -25.7% |
| 6M | -26.7% | +9.0% | -35.7% | -28.3% |
| YTD | -19.6% | -3.4% | -16.2% | -19.7% |
| 1Y | -10.6% | +12.8% | -23.4% | -13.5% |
| 3Y | -11.2% | +158.0% | -169.2% | -28.1% |
| 5Y | -20.4% | +285.4% | -305.8% | -41.4% |
| 10Y | +26.8% | +1,160.4% | -1,133.6% | -27.0% |
| All | +534.5% | +1,479.1% | -944.6% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling