+671.6%
BA vs TKO
+1,366.4%
-694.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -11.6% | +1.6% | -13.2% | -12.0% |
| 3M | -2.4% | -7.8% | +5.4% | -1.0% |
| 6M | -6.6% | -13.3% | +6.7% | -4.3% |
| YTD | -2.2% | -10.3% | +8.1% | -0.7% |
| 1Y | -8.0% | -0.6% | -7.4% | -8.7% |
| 3Y | -5.0% | +88.5% | -93.5% | -18.3% |
| 5Y | -2.7% | +284.7% | -287.4% | -28.3% |
| 10Y | +75.9% | +905.7% | -829.8% | +5.5% |
| All | +671.6% | +1,366.4% | -694.7% | +223.1% |
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 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