+115.0%
NWSA vs TKO
+2,301.0%
-2,186.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -3.1% | +0.7% | -3.7% | -3.2% |
| 30D | +4.3% | +0.9% | +3.4% | +4.0% |
| 3M | +9.2% | -6.2% | +15.4% | +10.1% |
| 6M | +21.6% | -5.6% | +27.2% | +22.2% |
| YTD | +14.2% | -7.8% | +22.1% | +15.0% |
| 1Y | +1.8% | -1.2% | +3.0% | +1.3% |
| 3Y | +44.4% | +106.5% | -62.1% | +26.6% |
| 5Y | +41.0% | +310.4% | -269.4% | +9.9% |
| 10Y | +150.0% | +987.5% | -837.5% | +67.0% |
| All | +115.0% | +2,301.0% | -2,186.0% | +31.4% |
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