-9.1%
NVTS vs TKO
+240.4%
-249.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.2% |
| 7D | -1.4% | +2.3% | -3.8% | -2.0% |
| 30D | -16.5% | -2.5% | -14.0% | -16.1% |
| 3M | -47.6% | -10.6% | -37.0% | -46.3% |
| 6M | +7.3% | -5.1% | +12.3% | +7.5% |
| YTD | +62.9% | -8.2% | +71.1% | +63.1% |
| 1Y | +91.3% | -4.4% | +95.7% | +88.3% |
| 3Y | +43.4% | +100.4% | -57.0% | +0.4% |
| All | -9.1% | +240.4% | -249.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling