+204.5%
URI vs TKO
+276.1%
-71.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +6.7% | +2.3% | +4.4% | +6.1% |
| 30D | +8.9% | +13.4% | -4.5% | +5.5% |
| 3M | +0.5% | -1.7% | +2.3% | +0.8% |
| 6M | +20.7% | +7.2% | +13.4% | +17.4% |
| YTD | +40.0% | -5.4% | +45.4% | +40.3% |
| 1Y | +34.4% | +8.7% | +25.7% | +28.9% |
| 3Y | +149.5% | +150.4% | -1.0% | +88.3% |
| All | +204.5% | +276.1% | -71.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling