+172.1%
NXT vs TKO
+125.7%
+46.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.9% | +2.3% | -4.2% | -2.2% |
| 30D | -20.0% | -2.5% | -17.6% | -19.8% |
| 3M | -30.7% | -10.6% | -20.1% | -29.9% |
| 6M | -29.0% | -5.1% | -23.9% | -28.9% |
| YTD | -4.8% | -8.2% | +3.4% | -4.4% |
| 1Y | +22.8% | -4.4% | +27.2% | +22.6% |
| 3Y | +93.9% | +100.4% | -6.4% | +74.7% |
| All | +172.1% | +125.7% | +46.4% | +146.2% |
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