+202.5%
BAH vs TKO
+989.7%
-787.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.3% | +2.3% | +1.9% | +3.9% |
| 30D | -2.5% | -2.5% | 0.0% | -2.2% |
| 3M | -0.9% | -10.6% | +9.7% | +0.4% |
| 6M | +1.5% | -5.1% | +6.5% | +1.9% |
| YTD | -8.0% | -8.2% | +0.3% | -7.2% |
| 1Y | -24.7% | -4.4% | -20.3% | -24.7% |
| 3Y | -28.4% | +100.4% | -128.8% | -36.5% |
| 5Y | +2.8% | +294.3% | -291.5% | -19.6% |
| All | +202.5% | +989.7% | -787.1% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling