+59.1%
NOC vs TKO
+291.2%
-232.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | +2.3% | -1.5% | +0.8% |
| 30D | -9.7% | -2.5% | -7.2% | -9.7% |
| 3M | -5.6% | -10.6% | +5.0% | -5.6% |
| 6M | -28.6% | -5.1% | -23.5% | -28.6% |
| YTD | -7.9% | -8.2% | +0.3% | -7.9% |
| 1Y | -9.5% | -4.4% | -5.1% | -9.5% |
| 3Y | +28.4% | +100.4% | -72.0% | +27.4% |
| All | +59.1% | +291.2% | -232.1% | +49.9% |
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