+97.9%
BAC vs TKO
+154.2%
-56.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.2% | +2.3% | +0.9% | +2.7% |
| 30D | -0.7% | +13.4% | -14.1% | -3.3% |
| 3M | -20.0% | -1.7% | -18.3% | -19.8% |
| 6M | +3.4% | +7.2% | -3.8% | +1.1% |
| YTD | -5.7% | -5.4% | -0.4% | -5.4% |
| 1Y | -1.4% | +8.7% | -10.1% | -4.5% |
| 3Y | +97.9% | +150.4% | -52.5% | +65.3% |
| All | +97.9% | +154.2% | -56.3% | +65.3% |
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