-37.5%
U vs TKO
+419.4%
-456.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +0.2% |
| 7D | +4.5% | +7.2% | -2.7% | +1.0% |
| 30D | -0.6% | +4.7% | -5.3% | -3.0% |
| 3M | +48.4% | -3.2% | +51.7% | +50.1% |
| 6M | +115.4% | -2.9% | +118.2% | +117.2% |
| YTD | -3.2% | -5.8% | +2.6% | -1.1% |
| 1Y | -6.0% | -1.1% | -5.0% | -6.7% |
| 3Y | +13.5% | +111.1% | -97.6% | -22.1% |
| 5Y | -68.0% | +315.6% | -383.6% | -86.0% |
| All | -37.5% | +419.4% | -456.8% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling