+87.8%
NUE vs TKO
+5.6%
+82.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.4% | -2.4% |
| 7D | -1.4% | +11.3% | -12.7% | -2.7% |
| 30D | +6.6% | +9.3% | -2.7% | +5.3% |
| 3M | -2.0% | +5.3% | -7.3% | -3.1% |
| 6M | +19.2% | +4.9% | +14.4% | +17.1% |
| YTD | +65.6% | -6.3% | +71.9% | +67.1% |
| 1Y | +87.8% | +4.9% | +82.9% | +84.1% |
| All | +87.8% | +5.6% | +82.2% | +84.1% |
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 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