+586.2%
UL vs TKO
+1,406.3%
-820.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -0.6% | +0.9% | -1.5% | -0.7% |
| 3M | +9.4% | -6.2% | +15.6% | +10.0% |
| 6M | -4.1% | -5.6% | +1.5% | -3.8% |
| YTD | -2.0% | -7.8% | +5.9% | -1.5% |
| 1Y | -9.0% | -1.2% | -7.8% | -9.2% |
| 3Y | +21.8% | +106.5% | -84.7% | +12.1% |
| 5Y | +20.6% | +310.4% | -289.8% | +2.9% |
| 10Y | +67.7% | +987.5% | -919.8% | +25.6% |
| All | +586.2% | +1,406.3% | -820.2% | +354.2% |
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