+217.2%
UPS vs TKO
+1,903.0%
-1,685.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -3.7% | +0.9% | -4.6% | -3.9% |
| 3M | -6.6% | -6.2% | -0.4% | -5.9% |
| 6M | +2.6% | -5.6% | +8.2% | +3.0% |
| YTD | +4.8% | -7.8% | +12.6% | +5.5% |
| 1Y | +25.3% | -1.2% | +26.5% | +24.8% |
| 3Y | -26.9% | +106.5% | -133.4% | -35.4% |
| 5Y | -33.5% | +310.4% | -343.9% | -47.3% |
| 10Y | +36.1% | +987.5% | -951.5% | -8.7% |
| All | +217.2% | +1,903.0% | -1,685.8% | +61.0% |
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