+90.3%
NXT vs TKO
+102.0%
-11.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -22.4% | -2.6% | -19.8% | -22.1% |
| 3M | -27.3% | -7.8% | -19.6% | -26.7% |
| 6M | -28.5% | -7.0% | -21.4% | -28.2% |
| YTD | -6.6% | -8.5% | +1.9% | -6.1% |
| 1Y | +20.4% | -1.3% | +21.7% | +19.5% |
| All | +90.3% | +102.0% | -11.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling