+1,489.3%
NRG vs TKO
+3,827.2%
-2,337.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.7% | +2.3% | -7.0% | -5.2% |
| 30D | -6.0% | -2.5% | -3.5% | -5.4% |
| 3M | -8.0% | -10.6% | +2.6% | -5.8% |
| 6M | -23.2% | -5.1% | -18.1% | -22.6% |
| YTD | -28.1% | -8.2% | -19.8% | -27.1% |
| 1Y | -27.3% | -4.4% | -22.8% | -27.1% |
| 3Y | +208.7% | +100.4% | +108.3% | +159.5% |
| 5Y | +197.7% | +294.3% | -96.6% | +111.6% |
| 10Y | +1,103.3% | +983.2% | +120.2% | +543.3% |
| All | +1,489.3% | +3,827.2% | -2,337.9% | +387.6% |
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 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