-39.3%
BAX vs TKO
+989.7%
-1,029.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -7.9% | +2.3% | -10.2% | -8.2% |
| 30D | -11.7% | -2.5% | -9.2% | -11.4% |
| 3M | +16.2% | -10.6% | +26.8% | +18.0% |
| 6M | +32.0% | -5.1% | +37.0% | +32.6% |
| YTD | +24.7% | -8.2% | +32.9% | +26.0% |
| 1Y | -2.6% | -4.4% | +1.8% | -2.3% |
| 3Y | -35.0% | +100.4% | -135.3% | -41.9% |
| 5Y | -67.6% | +294.3% | -361.9% | -74.1% |
| All | -39.3% | +989.7% | -1,029.0% | -55.6% |
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