+168.6%
BAX vs TKO
+1,366.3%
-1,197.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -1.1% | +0.7% | -1.9% | -1.2% |
| 30D | -5.5% | +1.6% | -7.1% | -5.7% |
| 3M | +33.5% | -7.8% | +41.3% | +34.7% |
| 6M | +35.9% | -13.3% | +49.1% | +37.9% |
| YTD | +35.4% | -10.3% | +45.6% | +36.8% |
| 1Y | +9.8% | -0.6% | +10.4% | +9.6% |
| 3Y | -32.7% | +88.5% | -121.2% | -38.0% |
| 5Y | -65.6% | +284.7% | -350.3% | -70.9% |
| 10Y | -34.9% | +905.7% | -940.6% | -51.7% |
| All | +168.6% | +1,366.3% | -1,197.7% | +57.1% |
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