+2.6%
NOW vs TKO
+312.5%
-309.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.0% | -10.0% | -6.4% |
| 7D | -6.1% | +7.2% | -13.2% | -8.1% |
| 30D | +7.5% | +4.7% | +2.8% | +5.8% |
| 3M | +17.5% | -3.2% | +20.8% | +18.3% |
| 6M | +7.9% | -2.9% | +10.8% | +8.5% |
| YTD | -12.4% | -5.8% | -6.6% | -11.6% |
| 1Y | -28.6% | -1.1% | -27.5% | -29.1% |
| 3Y | +11.8% | +111.1% | -99.3% | -10.5% |
| 5Y | +2.6% | +315.6% | -312.9% | -47.4% |
| All | +2.6% | +312.5% | -309.9% | -47.4% |
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 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