+73.1%
BAC vs TKO
+306.8%
-233.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -1.4% | +0.9% | -2.2% | -1.7% |
| 3M | +15.7% | -6.2% | +21.9% | +16.9% |
| 6M | +32.2% | -5.6% | +37.8% | +33.0% |
| YTD | +15.8% | -7.8% | +23.6% | +16.9% |
| 1Y | +27.3% | -1.2% | +28.5% | +26.2% |
| 3Y | +137.5% | +106.5% | +30.9% | +99.5% |
| 5Y | +73.1% | +310.4% | -237.3% | +15.5% |
| All | +73.1% | +306.8% | -233.7% | +15.5% |
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