+205.1%
NBIX vs TKO
+989.7%
-784.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | +2.3% | -1.9% | -0.1% |
| 30D | -0.2% | -2.5% | +2.3% | +0.1% |
| 3M | -4.0% | -10.6% | +6.6% | -2.4% |
| 6M | +20.6% | -5.1% | +25.6% | +21.1% |
| YTD | +10.1% | -8.2% | +18.4% | +11.2% |
| 1Y | +8.8% | -4.4% | +13.2% | +8.8% |
| 3Y | +42.5% | +100.4% | -57.9% | +23.2% |
| 5Y | +61.5% | +294.3% | -232.8% | +19.8% |
| All | +205.1% | +989.7% | -784.5% | +69.5% |
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