+26.2%
BAC vs TKO
-1.0%
+27.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.3% |
| 30D | -2.8% | -2.5% | -0.3% | -2.5% |
| 3M | +14.2% | -10.6% | +24.8% | +16.1% |
| 6M | +30.5% | -5.1% | +35.6% | +30.9% |
| YTD | +15.8% | -8.2% | +24.0% | +17.0% |
| 1Y | +26.2% | -4.4% | +30.6% | +26.1% |
| All | +26.2% | -1.0% | +27.1% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling