+68.1%
NTAP vs TKO
+5.6%
+62.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -1.8% |
| 7D | -16.1% | +11.3% | -27.4% | -16.8% |
| 30D | -15.9% | +9.3% | -25.2% | -16.5% |
| 3M | -1.2% | +5.3% | -6.5% | -1.7% |
| 6M | +70.1% | +4.9% | +65.2% | +68.8% |
| YTD | +77.9% | -6.3% | +84.2% | +80.7% |
| 1Y | +68.1% | +4.9% | +63.2% | +64.4% |
| All | +68.1% | +5.6% | +62.5% | +64.4% |
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