-49.7%
NRG vs TKO
+5.6%
-55.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.4% | -16.9% | -14.2% |
| 7D | -13.7% | +11.3% | -25.0% | -15.9% |
| 30D | -13.6% | +9.3% | -22.9% | -15.4% |
| 3M | -28.5% | +5.3% | -33.8% | -29.3% |
| 6M | -45.8% | +4.9% | -50.6% | -47.1% |
| YTD | -46.9% | -6.3% | -40.6% | -46.0% |
| 1Y | -49.7% | +4.9% | -54.6% | -52.6% |
| All | -49.7% | +5.6% | -55.4% | -52.6% |
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