+140.2%
NI vs TKO
+989.7%
-849.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -1.4% | -2.5% | +1.1% | -1.2% |
| 3M | -10.6% | -10.6% | 0.0% | -9.6% |
| 6M | -9.3% | -5.1% | -4.3% | -9.1% |
| YTD | +1.1% | -8.2% | +9.4% | +1.7% |
| 1Y | +3.4% | -4.4% | +7.8% | +3.3% |
| 3Y | +67.9% | +100.4% | -32.5% | +53.2% |
| 5Y | +98.0% | +294.3% | -196.3% | +65.4% |
| All | +140.2% | +989.7% | -849.5% | +91.8% |
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