+46.5%
NTR vs TKO
+291.2%
-244.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | +16.8% | -2.5% | +19.3% | +17.1% |
| 3M | +20.7% | -10.6% | +31.3% | +22.5% |
| 6M | +0.5% | -5.1% | +5.6% | +0.7% |
| YTD | +29.2% | -8.2% | +37.4% | +30.0% |
| 1Y | +39.6% | -4.4% | +44.0% | +39.1% |
| 3Y | +37.9% | +100.4% | -62.5% | +15.0% |
| All | +46.5% | +291.2% | -244.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling