+29.4%
NDAQ vs TKO
+5.6%
+23.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.2% |
| 7D | +3.9% | +11.3% | -7.3% | +3.0% |
| 30D | +19.0% | +9.3% | +9.7% | +18.0% |
| 3M | +17.6% | +5.3% | +12.3% | +16.8% |
| 6M | +21.0% | +4.9% | +16.1% | +19.7% |
| YTD | +14.1% | -6.3% | +20.4% | +14.8% |
| 1Y | +29.4% | +4.9% | +24.5% | +30.0% |
| All | +29.4% | +5.6% | +23.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling