+5.5%
URI vs TKO
+1.2%
+4.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -12.9% | +1.6% | -14.6% | -13.0% |
| 3M | -6.7% | -7.8% | +1.0% | -6.3% |
| 6M | +19.0% | -13.3% | +32.3% | +19.6% |
| YTD | +25.5% | -10.3% | +35.8% | +27.2% |
| 1Y | +5.5% | -0.6% | +6.2% | +4.2% |
| All | +5.5% | +1.2% | +4.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling