+112.5%
NET vs TKO
+287.6%
-175.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.4% |
| 30D | -4.8% | +1.6% | -6.4% | -5.8% |
| 3M | +3.8% | -7.8% | +11.6% | +6.6% |
| 6M | +50.0% | -13.3% | +63.3% | +57.4% |
| YTD | +41.5% | -10.3% | +51.8% | +45.7% |
| 1Y | +32.8% | -0.6% | +33.5% | +30.0% |
| 3Y | +335.9% | +88.5% | +247.4% | +220.7% |
| All | +112.5% | +287.6% | -175.1% | -27.7% |
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 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