+3,552.6%
NOC vs TKO
+1,406.3%
+2,146.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -10.4% | +0.9% | -11.3% | -10.5% |
| 3M | -5.6% | -6.2% | +0.6% | -5.2% |
| 6M | -30.4% | -5.6% | -24.8% | -30.2% |
| YTD | -8.5% | -7.8% | -0.6% | -8.1% |
| 1Y | -8.3% | -1.2% | -7.1% | -8.8% |
| 3Y | +28.2% | +106.5% | -78.3% | +16.1% |
| 5Y | +56.7% | +310.4% | -253.6% | +29.3% |
| 10Y | +189.3% | +987.5% | -798.2% | +108.6% |
| All | +3,552.6% | +1,406.3% | +2,146.3% | +2,117.4% |
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