-33.9%
BAX vs TKO
+102.0%
-135.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -5.4% | +0.1% | -5.6% | -5.5% |
| 30D | -12.4% | -2.6% | -9.8% | -12.0% |
| 3M | +19.1% | -7.8% | +26.9% | +20.6% |
| 6M | +38.6% | -7.0% | +45.6% | +39.8% |
| YTD | +26.7% | -8.5% | +35.3% | +28.3% |
| 1Y | +1.0% | -1.3% | +2.3% | +1.1% |
| All | -33.9% | +102.0% | -135.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling