+1,258.4%
NET vs TKO
+181.6%
+1,076.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.0% | -7.6% |
| 7D | -21.2% | +5.8% | -27.0% | -22.5% |
| 30D | -31.1% | +7.2% | -38.3% | -32.7% |
| 3M | -16.5% | +3.7% | -20.3% | -17.9% |
| 6M | 0.0% | +2.0% | -2.0% | -1.2% |
| YTD | +24.0% | -8.4% | +32.4% | +25.6% |
| 1Y | +7.0% | +2.6% | +4.4% | +4.5% |
| 3Y | +279.6% | +128.2% | +151.3% | +194.3% |
| 5Y | +24.0% | +247.4% | -223.5% | -17.8% |
| All | +1,258.4% | +181.6% | +1,076.8% | +690.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling