+41.2%
NWSA vs TKO
+291.2%
-250.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -2.8% | +2.3% | -5.1% | -3.3% |
| 30D | +3.0% | -2.5% | +5.5% | +3.4% |
| 3M | +12.3% | -10.6% | +22.9% | +14.6% |
| 6M | +21.9% | -5.1% | +26.9% | +22.5% |
| YTD | +13.6% | -8.2% | +21.8% | +14.7% |
| 1Y | +0.5% | -4.4% | +4.9% | +0.4% |
| 3Y | +43.8% | +100.4% | -56.6% | +21.6% |
| All | +41.2% | +291.2% | -250.0% | -9.3% |
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