+4,577.6%
NUE vs TKO
+1,395.0%
+3,182.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -6.1% | -2.6% | -3.4% | -5.7% |
| 3M | +2.2% | -7.8% | +10.0% | +3.7% |
| 6M | +50.8% | -7.0% | +57.8% | +52.2% |
| YTD | +57.5% | -8.5% | +66.1% | +59.4% |
| 1Y | +82.5% | -1.3% | +83.8% | +80.9% |
| 3Y | +61.7% | +105.0% | -43.3% | +32.6% |
| 5Y | +145.1% | +292.9% | -147.8% | +69.6% |
| 10Y | +577.8% | +979.3% | -401.5% | +246.9% |
| All | +4,577.6% | +1,395.0% | +3,182.7% | +1,399.4% |
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 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