+883.7%
BAH vs TKO
+1,907.8%
-1,024.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -3.2% | +0.7% | -4.0% | -3.4% |
| 30D | +2.0% | +1.6% | +0.4% | +1.8% |
| 3M | -7.6% | -7.8% | +0.1% | -6.8% |
| 6M | -5.7% | -13.3% | +7.6% | -4.3% |
| YTD | -11.7% | -10.3% | -1.4% | -10.8% |
| 1Y | -27.4% | -0.6% | -26.7% | -27.6% |
| 3Y | -32.5% | +88.5% | -121.0% | -38.7% |
| 5Y | -3.3% | +284.7% | -288.1% | -20.9% |
| 10Y | +186.0% | +905.7% | -719.7% | +104.6% |
| All | +883.7% | +1,907.8% | -1,024.1% | +431.9% |
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