+1,449.6%
NET vs TKO
+175.8%
+1,273.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -4.8% | +1.6% | -6.4% | -5.5% |
| 3M | +3.8% | -7.8% | +11.6% | +5.8% |
| 6M | +50.0% | -13.3% | +63.3% | +55.4% |
| YTD | +41.5% | -10.3% | +51.8% | +44.6% |
| 1Y | +32.8% | -0.6% | +33.5% | +31.3% |
| 3Y | +335.9% | +88.5% | +247.4% | +256.6% |
| 5Y | +113.8% | +284.7% | -170.9% | +40.3% |
| All | +1,449.6% | +175.8% | +1,273.7% | +810.0% |
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 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