+2,261.2%
NDAQ vs TKO
+3,051.1%
-789.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -1.6% | +0.7% | -2.2% | -1.8% |
| 30D | -1.5% | +0.9% | -2.3% | -1.9% |
| 3M | +8.0% | -6.2% | +14.2% | +9.1% |
| 6M | +7.7% | -5.6% | +13.4% | +8.4% |
| YTD | -2.3% | -7.8% | +5.5% | -1.4% |
| 1Y | +0.6% | -1.2% | +1.8% | -0.5% |
| 3Y | +90.9% | +106.5% | -15.6% | +54.4% |
| 5Y | +52.5% | +310.4% | -257.9% | +1.3% |
| 10Y | +380.3% | +987.5% | -607.3% | +116.9% |
| All | +2,261.2% | +3,051.1% | -789.8% | +500.8% |
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