+140.1%
NYT vs TKO
+1,400.2%
-1,260.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +4.6% | -2.5% | +7.1% | +5.0% |
| 3M | -9.6% | -10.6% | +1.0% | -7.8% |
| 6M | -14.0% | -5.1% | -9.0% | -13.5% |
| YTD | -2.8% | -8.2% | +5.4% | -1.8% |
| 1Y | +15.6% | -4.4% | +20.0% | +15.6% |
| 3Y | +56.3% | +100.4% | -44.1% | +32.0% |
| 5Y | +39.5% | +294.3% | -254.8% | +1.1% |
| 10Y | +488.0% | +983.2% | -495.1% | +224.8% |
| All | +140.1% | +1,400.2% | -1,260.1% | -6.5% |
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