-9.4%
NVTS vs TKO
+241.8%
-251.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.8% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | -11.9% | +0.9% | -12.8% | -12.3% |
| 3M | -49.2% | -6.2% | -43.1% | -48.7% |
| 6M | +38.4% | -5.6% | +44.0% | +38.8% |
| YTD | +62.5% | -7.8% | +70.3% | +62.5% |
| 1Y | +101.4% | -1.2% | +102.6% | +95.9% |
| 3Y | +40.4% | +106.5% | -66.1% | -3.4% |
| All | -9.4% | +241.8% | -251.2% | -66.7% |
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