+750.3%
NVT vs TKO
+434.4%
+315.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.6% |
| 7D | +4.1% | +2.3% | +1.8% | +3.5% |
| 30D | -5.1% | -2.5% | -2.7% | -4.7% |
| 3M | -1.2% | -10.6% | +9.4% | +0.9% |
| 6M | +46.6% | -5.1% | +51.6% | +47.1% |
| YTD | +60.0% | -8.2% | +68.2% | +61.4% |
| 1Y | +70.8% | -4.4% | +75.2% | +70.1% |
| 3Y | +187.5% | +100.4% | +87.2% | +134.7% |
| 5Y | +426.1% | +294.3% | +131.8% | +251.0% |
| All | +750.3% | +434.4% | +315.9% | +438.8% |
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