+14.5%
NET vs TKO
+5.6%
+8.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -2.9% |
| 7D | -16.4% | +11.3% | -27.6% | -17.4% |
| 30D | -25.8% | +9.3% | -35.1% | -26.6% |
| 3M | -11.5% | +5.3% | -16.8% | -12.1% |
| 6M | +18.9% | +4.9% | +14.1% | +18.7% |
| YTD | +35.2% | -6.3% | +41.5% | +35.1% |
| 1Y | +14.5% | +4.9% | +9.5% | +12.7% |
| All | +14.5% | +5.6% | +8.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling