+368.0%
BAC vs TKO
+1,366.4%
-998.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -0.4% | +1.6% | -2.0% | -1.0% |
| 3M | +16.9% | -7.8% | +24.7% | +19.0% |
| 6M | +26.6% | -13.3% | +39.9% | +30.7% |
| YTD | +15.8% | -10.3% | +26.1% | +18.0% |
| 1Y | +27.2% | -0.6% | +27.8% | +25.6% |
| 3Y | +132.4% | +88.5% | +43.9% | +87.6% |
| 5Y | +72.6% | +284.7% | -212.1% | +11.1% |
| 10Y | +389.7% | +905.7% | -516.0% | +116.9% |
| All | +368.0% | +1,366.4% | -998.3% | +36.4% |
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