+66.0%
NUE vs TKO
+102.7%
-36.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.6% | +2.3% | -2.9% | -1.2% |
| 30D | -4.6% | -2.5% | -2.1% | -4.2% |
| 3M | -0.3% | -10.6% | +10.3% | +1.8% |
| 6M | +51.9% | -5.1% | +56.9% | +52.6% |
| YTD | +60.0% | -8.2% | +68.2% | +61.7% |
| 1Y | +82.9% | -4.4% | +87.3% | +82.7% |
| 3Y | +66.0% | +100.4% | -34.4% | +41.4% |
| All | +66.0% | +102.7% | -36.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling