+245.3%
NEM vs TKO
+102.7%
+142.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.6% |
| 30D | +7.8% | -2.5% | +10.3% | +8.3% |
| 3M | +30.2% | -10.6% | +40.8% | +33.1% |
| 6M | +9.6% | -5.1% | +14.7% | +10.3% |
| YTD | +27.8% | -8.2% | +36.0% | +29.4% |
| 1Y | +60.7% | -4.4% | +65.1% | +60.9% |
| 3Y | +245.3% | +100.4% | +144.9% | +190.6% |
| All | +245.3% | +102.7% | +142.6% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling