+99.7%
TKO vs URA
+107.9%
-8.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -7.8% | +6.3% | -14.0% | -9.0% |
| 6M | -7.0% | -14.0% | +7.0% | -5.5% |
| YTD | -8.5% | +5.3% | -13.9% | -11.5% |
| 1Y | -1.3% | +11.7% | -13.0% | -6.7% |
| All | +99.7% | +107.9% | -8.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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