+1,936.1%
TKO vs URA
-29.9%
+1,966.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | +0.7% | +5.7% | -5.1% | -0.6% |
| 30D | +0.9% | +5.6% | -4.7% | -0.5% |
| 3M | -6.2% | +6.2% | -12.4% | -8.1% |
| 6M | -5.6% | -8.2% | +2.6% | -5.1% |
| YTD | -7.8% | +9.7% | -17.5% | -12.4% |
| 1Y | -1.2% | +17.0% | -18.2% | -8.6% |
| 3Y | +106.5% | +118.5% | -12.0% | +57.1% |
| 5Y | +310.4% | +134.3% | +176.0% | +190.8% |
| 10Y | +987.5% | +377.5% | +610.1% | +478.5% |
| All | +1,936.1% | -29.9% | +1,966.0% | +1,432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling