+62.1%
NTAP vs TKO
-1.0%
+63.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.5% |
| 7D | +7.4% | +2.3% | +5.1% | +7.0% |
| 30D | -1.4% | -2.5% | +1.1% | -1.0% |
| 3M | +24.6% | -10.6% | +35.2% | +26.2% |
| 6M | +105.9% | -5.1% | +110.9% | +106.7% |
| YTD | +88.5% | -8.2% | +96.7% | +90.6% |
| 1Y | +62.1% | -4.4% | +66.5% | +58.6% |
| All | +62.1% | -1.0% | +63.1% | +58.6% |
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