+155.1%
NEM vs TKO
+291.2%
-136.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | +7.8% | -2.5% | +10.3% | +8.1% |
| 3M | +30.2% | -10.6% | +40.8% | +31.9% |
| 6M | +9.6% | -5.1% | +14.7% | +10.0% |
| YTD | +27.8% | -8.2% | +36.0% | +28.8% |
| 1Y | +60.7% | -4.4% | +65.1% | +60.9% |
| 3Y | +245.3% | +100.4% | +144.9% | +223.2% |
| All | +155.1% | +291.2% | -136.1% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling