+170.4%
NXT vs TKO
+126.6%
+43.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -20.0% | +0.9% | -20.8% | -20.0% |
| 3M | -30.9% | -6.2% | -24.8% | -30.6% |
| 6M | -23.8% | -5.6% | -18.2% | -23.7% |
| YTD | -5.4% | -7.8% | +2.4% | -5.1% |
| 1Y | +28.0% | -1.2% | +29.3% | +27.3% |
| 3Y | +93.3% | +106.5% | -13.2% | +73.8% |
| All | +170.4% | +126.6% | +43.8% | +144.5% |
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