+156.3%
UMAC vs TKO
+1.2%
+155.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -1.9% |
| 7D | -0.9% | +0.7% | -1.7% | -1.4% |
| 30D | -7.7% | +1.6% | -9.3% | -8.8% |
| 3M | -26.4% | -7.8% | -18.7% | -23.1% |
| 6M | +61.9% | -13.3% | +75.1% | +64.7% |
| YTD | +86.5% | -10.3% | +96.8% | +90.4% |
| 1Y | +156.3% | -0.6% | +156.9% | +144.7% |
| All | +156.3% | +1.2% | +155.1% | +144.7% |
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