+1,151.9%
URI vs TKO
+1,112.7%
+39.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | +9.3% | +2.6% | +6.7% | +8.5% |
| 30D | +7.6% | +11.6% | -4.0% | +4.1% |
| 3M | +1.0% | -0.1% | +1.2% | +0.8% |
| 6M | +19.8% | +6.7% | +13.1% | +16.3% |
| YTD | +41.9% | -6.0% | +47.9% | +42.2% |
| 1Y | +33.4% | +8.5% | +24.9% | +27.5% |
| 3Y | +156.0% | +150.9% | +5.1% | +85.0% |
| 5Y | +209.5% | +274.0% | -64.5% | +88.8% |
| All | +1,151.9% | +1,112.7% | +39.1% | +443.1% |
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