+274.5%
UMC vs TKO
+1,979.9%
-1,705.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | +2.3% | +6.7% | +8.4% |
| 30D | +17.2% | -2.5% | +19.7% | +17.8% |
| 3M | +11.4% | -10.6% | +22.0% | +13.7% |
| 6M | +137.5% | -5.1% | +142.6% | +138.3% |
| YTD | +193.1% | -8.2% | +201.3% | +195.1% |
| 1Y | +240.3% | -4.4% | +244.7% | +238.5% |
| 3Y | +262.2% | +100.4% | +161.8% | +192.1% |
| 5Y | +143.1% | +294.3% | -151.2% | +62.0% |
| 10Y | +1,853.0% | +983.2% | +869.9% | +754.7% |
| All | +274.5% | +1,979.9% | -1,705.4% | -24.3% |
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 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