+1,988.6%
NOW vs TKO
+3,360.1%
-1,371.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -5.6% | +3.1% | -8.7% | -6.2% |
| 30D | -26.8% | +15.0% | -41.8% | -29.4% |
| 3M | -19.4% | +2.9% | -22.3% | -20.3% |
| 6M | +12.3% | +9.0% | +3.3% | +9.7% |
| YTD | -32.9% | -3.4% | -29.5% | -33.0% |
| 1Y | -40.3% | +12.8% | -53.1% | -42.6% |
| 3Y | -19.1% | +158.0% | -177.0% | -36.9% |
| 5Y | -24.4% | +285.4% | -309.7% | -47.7% |
| 10Y | +521.8% | +1,160.4% | -638.6% | +219.6% |
| All | +1,988.6% | +3,360.1% | -1,371.5% | +686.5% |
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