+212.4%
URI vs TKO
+306.8%
-94.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | -9.4% | +0.9% | -10.3% | -9.8% |
| 3M | -5.8% | -6.2% | +0.4% | -4.8% |
| 6M | +25.8% | -5.6% | +31.5% | +26.6% |
| YTD | +27.9% | -7.8% | +35.7% | +29.0% |
| 1Y | +9.7% | -1.2% | +10.9% | +8.1% |
| 3Y | +128.0% | +106.5% | +21.5% | +80.0% |
| 5Y | +212.4% | +310.4% | -98.0% | +82.1% |
| All | +212.4% | +306.8% | -94.4% | +82.1% |
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 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