+2,490.2%
NVDL vs TKO
+165.6%
+2,324.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -10.3% | +2.3% | -12.6% | -11.2% |
| 30D | -7.1% | -2.5% | -4.6% | -6.5% |
| 3M | +6.6% | -10.6% | +17.2% | +10.4% |
| 6M | +21.1% | -5.1% | +26.1% | +22.3% |
| YTD | +15.2% | -8.2% | +23.4% | +16.9% |
| 1Y | +18.8% | -4.4% | +23.2% | +17.8% |
| 3Y | +649.9% | +100.4% | +549.5% | +491.0% |
| All | +2,490.2% | +165.6% | +2,324.6% | +1,650.0% |
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