+36.4%
UPS vs TKO
+989.7%
-953.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.4% |
| 30D | -2.0% | -2.5% | +0.5% | -1.6% |
| 3M | -6.2% | -10.6% | +4.4% | -4.7% |
| 6M | +2.8% | -5.1% | +7.8% | +3.2% |
| YTD | +5.9% | -8.2% | +14.1% | +6.9% |
| 1Y | +26.2% | -4.4% | +30.7% | +26.3% |
| 3Y | -26.0% | +100.4% | -126.4% | -36.3% |
| 5Y | -34.3% | +294.3% | -328.6% | -51.4% |
| All | +36.4% | +989.7% | -953.3% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling