+279.2%
TKO vs URA
+91.2%
+188.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.9% |
| 7D | +2.3% | -5.5% | +7.8% | +3.3% |
| 30D | -2.5% | -3.7% | +1.2% | -2.0% |
| 3M | -10.6% | -2.9% | -7.7% | -10.5% |
| 6M | -5.1% | -15.2% | +10.2% | -3.3% |
| YTD | -8.2% | +1.9% | -10.1% | -10.5% |
| 1Y | -4.4% | +6.9% | -11.4% | -8.4% |
| 3Y | +100.4% | +99.6% | +0.8% | +66.6% |
| All | +279.2% | +91.2% | +188.0% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling