+6,430.8%
URI vs TKO
+1,366.3%
+5,064.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | -12.9% | +1.6% | -14.6% | -13.5% |
| 3M | -6.7% | -7.8% | +1.0% | -5.0% |
| 6M | +19.0% | -13.3% | +32.3% | +23.1% |
| YTD | +25.5% | -10.3% | +35.8% | +27.8% |
| 1Y | +5.5% | -0.6% | +6.2% | +3.6% |
| 3Y | +111.3% | +88.5% | +22.8% | +65.5% |
| 5Y | +198.6% | +284.7% | -86.2% | +81.7% |
| 10Y | +1,179.9% | +905.7% | +274.2% | +427.6% |
| All | +6,430.8% | +1,366.3% | +5,064.5% | +1,485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling