+662.5%
NTRS vs TKO
+1,400.2%
-737.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.4% | +2.3% | -0.9% | +0.8% |
| 30D | -0.7% | -2.5% | +1.8% | -0.3% |
| 3M | +11.3% | -10.6% | +21.9% | +13.7% |
| 6M | +35.5% | -5.1% | +40.6% | +36.1% |
| YTD | +40.6% | -8.2% | +48.8% | +41.8% |
| 1Y | +49.2% | -4.4% | +53.6% | +48.8% |
| 3Y | +167.2% | +100.4% | +66.9% | +119.5% |
| 5Y | +94.9% | +294.3% | -199.4% | +34.0% |
| 10Y | +259.5% | +983.2% | -723.7% | +82.0% |
| All | +662.5% | +1,400.2% | -737.8% | +158.2% |
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