+1,426.5%
NI vs TKO
+1,395.0%
+31.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.4% | -2.6% | +1.2% | -1.2% |
| 3M | -10.6% | -7.8% | -2.8% | -9.9% |
| 6M | -9.9% | -7.0% | -2.9% | -9.4% |
| YTD | +1.2% | -8.5% | +9.7% | +1.8% |
| 1Y | +4.4% | -1.3% | +5.7% | +4.0% |
| 3Y | +68.6% | +105.0% | -36.4% | +52.0% |
| 5Y | +98.0% | +292.9% | -194.9% | +63.1% |
| 10Y | +143.6% | +979.3% | -835.7% | +68.8% |
| All | +1,426.5% | +1,395.0% | +31.5% | +730.7% |
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