+719.0%
NEM vs TKO
+1,406.3%
-687.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.4% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | +10.0% | +0.9% | +9.1% | +9.9% |
| 3M | +30.9% | -6.2% | +37.1% | +31.3% |
| 6M | +10.5% | -5.6% | +16.2% | +10.8% |
| YTD | +29.7% | -7.8% | +37.6% | +30.2% |
| 1Y | +71.1% | -1.2% | +72.3% | +71.0% |
| 3Y | +252.1% | +106.5% | +145.6% | +236.9% |
| 5Y | +157.7% | +310.4% | -152.6% | +137.1% |
| 10Y | +319.4% | +987.5% | -668.2% | +256.2% |
| All | +719.0% | +1,406.3% | -687.4% | +519.0% |
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 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