+67.9%
NI vs TKO
+102.7%
-34.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 6M | -9.3% | -5.1% | -4.3% | -9.1% |
| YTD | +1.1% | -8.2% | +9.4% | +1.6% |
| 1Y | +3.4% | -4.4% | +7.8% | +3.3% |
| 3Y | +67.9% | +100.4% | -32.5% | +59.2% |
| All | +67.9% | +102.7% | -34.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling