+18.4%
U vs TKO
+5.6%
+12.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +3.2% |
| 7D | +7.5% | +11.3% | -3.8% | +2.0% |
| 30D | -7.0% | +9.3% | -16.3% | -11.1% |
| 3M | +20.6% | +5.3% | +15.3% | +17.2% |
| 6M | +53.2% | +4.9% | +48.3% | +48.6% |
| YTD | -3.9% | -6.3% | +2.4% | -0.1% |
| 1Y | +18.4% | +4.9% | +13.5% | +17.5% |
| All | +18.4% | +5.6% | +12.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling