+657.4%
UMAC vs TKO
+123.0%
+534.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.7% |
| 7D | -3.4% | +2.3% | -5.7% | -4.5% |
| 30D | -15.1% | -2.5% | -12.6% | -13.7% |
| 3M | -10.8% | -10.6% | -0.2% | -5.2% |
| 6M | +15.7% | -5.1% | +20.7% | +19.0% |
| YTD | +80.1% | -8.2% | +88.4% | +85.2% |
| 1Y | +116.7% | -4.4% | +121.2% | +116.9% |
| All | +657.4% | +123.0% | +534.4% | +731.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling