+7.9%
UMAC vs TKO
+5.6%
+2.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.4% | -14.2% | -12.8% |
| 7D | -26.0% | +11.3% | -37.3% | -31.2% |
| 30D | -40.3% | +9.3% | -49.6% | -43.9% |
| 3M | -51.1% | +5.3% | -56.4% | -53.0% |
| 6M | -5.6% | +4.9% | -10.5% | -9.4% |
| YTD | +2.3% | -6.3% | +8.6% | +0.7% |
| 1Y | +7.9% | +4.9% | +3.0% | -7.0% |
| All | +7.9% | +5.6% | +2.2% | -7.0% |
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