+1,945.9%
NOW vs TKO
+3,266.1%
-1,320.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -27.4% | +11.6% | -39.0% | -29.5% |
| 3M | -19.4% | -0.1% | -19.3% | -19.8% |
| 6M | +13.1% | +6.7% | +6.4% | +11.1% |
| YTD | -34.3% | -6.0% | -28.3% | -33.9% |
| 1Y | -41.8% | +8.5% | -50.3% | -43.5% |
| 3Y | -20.7% | +150.9% | -171.7% | -37.8% |
| 5Y | -27.2% | +274.0% | -301.2% | -49.3% |
| 10Y | +509.1% | +1,126.1% | -617.0% | +215.2% |
| All | +1,945.9% | +3,266.1% | -1,320.2% | +675.5% |
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