+280.9%
BAC vs TKO
+1,446.8%
-1,165.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.2% | +2.3% | +0.9% | +2.6% |
| 30D | -0.7% | +13.4% | -14.1% | -4.1% |
| 3M | -20.0% | -1.7% | -18.3% | -19.9% |
| 6M | +3.4% | +7.2% | -3.8% | +0.6% |
| YTD | -5.7% | -5.4% | -0.4% | -5.5% |
| 1Y | -1.4% | +8.7% | -10.1% | -5.0% |
| 3Y | +97.9% | +150.4% | -52.5% | +48.3% |
| 5Y | +22.9% | +276.6% | -253.7% | -20.4% |
| 10Y | +235.3% | +1,134.6% | -899.3% | +40.0% |
| All | +280.9% | +1,446.8% | -1,165.9% | +9.2% |
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