-18.6%
NRG vs TKO
+1.2%
-19.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.8% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -1.4% | +1.6% | -3.0% | -1.5% |
| 3M | -10.5% | -7.8% | -2.7% | -8.9% |
| 6M | -26.7% | -13.3% | -13.4% | -24.9% |
| YTD | -24.5% | -10.3% | -14.2% | -23.0% |
| 1Y | -18.6% | -0.6% | -17.9% | -19.1% |
| All | -18.6% | +1.2% | -19.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling