+1,381.0%
NET vs TKO
+188.1%
+1,192.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -3.5% |
| 7D | -16.4% | +11.3% | -27.6% | -19.0% |
| 30D | -25.8% | +9.3% | -35.1% | -27.9% |
| 3M | -11.5% | +5.3% | -16.8% | -13.4% |
| 6M | +18.9% | +4.9% | +14.1% | +16.6% |
| YTD | +35.2% | -6.3% | +41.5% | +36.0% |
| 1Y | +14.5% | +4.9% | +9.5% | +11.0% |
| 3Y | +313.8% | +133.5% | +180.3% | +218.6% |
| 5Y | +32.6% | +245.5% | -212.9% | -12.3% |
| All | +1,381.0% | +188.1% | +1,192.9% | +755.7% |
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 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