+94.8%
AUR vs TKO
+102.7%
-7.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | +2.3% | -0.9% | +0.2% |
| 30D | -6.4% | -2.5% | -3.9% | -5.3% |
| 3M | +7.7% | -10.6% | +18.3% | +13.5% |
| 6M | +44.5% | -5.1% | +49.5% | +46.7% |
| YTD | +67.4% | -8.2% | +75.7% | +71.3% |
| 1Y | +15.4% | -4.4% | +19.9% | +14.7% |
| 3Y | +94.8% | +100.4% | -5.5% | +19.3% |
| All | +94.8% | +102.7% | -7.8% | +19.3% |
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