+676.6%
UMAC vs TKO
+122.2%
+554.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.8% |
| 7D | -4.0% | +0.1% | -4.1% | -3.8% |
| 30D | -9.4% | -2.6% | -6.8% | -7.8% |
| 3M | +3.0% | -7.8% | +10.8% | +7.4% |
| 6M | +27.2% | -7.0% | +34.2% | +32.0% |
| YTD | +84.7% | -8.5% | +93.2% | +90.2% |
| 1Y | +136.5% | -1.3% | +137.8% | +132.8% |
| All | +676.6% | +122.2% | +554.3% | +754.2% |
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