+625.8%
NTAP vs TKO
+989.7%
-363.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.5% |
| 7D | +7.4% | +2.3% | +5.1% | +6.8% |
| 30D | -1.4% | -2.5% | +1.1% | -0.9% |
| 3M | +24.6% | -10.6% | +35.2% | +27.7% |
| 6M | +105.9% | -5.1% | +110.9% | +107.1% |
| YTD | +88.5% | -8.2% | +96.7% | +90.8% |
| 1Y | +62.1% | -4.4% | +66.5% | +61.9% |
| 3Y | +169.1% | +100.4% | +68.7% | +117.8% |
| 5Y | +141.9% | +294.3% | -152.4% | +57.2% |
| All | +625.8% | +989.7% | -363.9% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling