+4.5%
NWSA vs TKO
+1.2%
+3.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +4.6% | +1.6% | +3.0% | +4.1% |
| 3M | +13.2% | -7.8% | +21.0% | +14.5% |
| 6M | +27.0% | -13.3% | +40.3% | +30.6% |
| YTD | +16.8% | -10.3% | +27.1% | +19.0% |
| 1Y | +4.5% | -0.6% | +5.1% | +1.6% |
| All | +4.5% | +1.2% | +3.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling