+125.0%
URI vs TKO
+104.9%
+20.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.6% |
| 7D | +2.5% | +7.2% | -4.6% | +0.9% |
| 30D | -12.5% | +4.7% | -17.2% | -13.6% |
| 3M | -6.2% | -3.2% | -3.0% | -5.9% |
| 6M | +25.9% | -2.9% | +28.7% | +25.8% |
| YTD | +26.2% | -5.8% | +32.0% | +26.7% |
| 1Y | +5.5% | -1.1% | +6.5% | +4.1% |
| 3Y | +125.0% | +111.1% | +13.9% | +82.9% |
| All | +125.0% | +104.9% | +20.1% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling