+3,102.0%
NEE vs TKO
+1,406.3%
+1,695.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -1.7% | +0.9% | -2.6% | -1.8% |
| 3M | -1.8% | -6.2% | +4.3% | -1.4% |
| 6M | -8.8% | -5.6% | -3.2% | -8.6% |
| YTD | +5.2% | -7.8% | +13.0% | +5.6% |
| 1Y | +21.3% | -1.2% | +22.6% | +20.8% |
| 3Y | +35.2% | +106.5% | -71.3% | +23.9% |
| 5Y | +10.1% | +310.4% | -300.2% | -6.4% |
| 10Y | +253.2% | +987.5% | -734.3% | +164.3% |
| All | +3,102.0% | +1,406.3% | +1,695.7% | +1,817.5% |
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 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