+262.2%
UMC vs TKO
+102.7%
+159.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | +2.3% | +6.7% | +8.8% |
| 30D | +17.2% | -2.5% | +19.7% | +17.5% |
| 3M | +11.4% | -10.6% | +22.0% | +12.5% |
| 6M | +137.5% | -5.1% | +142.6% | +137.6% |
| YTD | +193.1% | -8.2% | +201.3% | +194.2% |
| 1Y | +240.3% | -4.4% | +244.7% | +238.7% |
| 3Y | +262.2% | +100.4% | +161.8% | +216.2% |
| All | +262.2% | +102.7% | +159.5% | +216.2% |
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 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