-66.5%
U vs TKO
+291.2%
-357.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.3% |
| 7D | +5.5% | +2.3% | +3.2% | +4.2% |
| 30D | -1.3% | -2.5% | +1.2% | -0.2% |
| 3M | +64.6% | -10.6% | +75.2% | +73.8% |
| 6M | +119.4% | -5.1% | +124.4% | +123.8% |
| YTD | -0.5% | -8.2% | +7.7% | +3.2% |
| 1Y | +1.3% | -4.4% | +5.7% | +2.3% |
| 3Y | +15.6% | +100.4% | -84.7% | -22.5% |
| All | -66.5% | +291.2% | -357.7% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling