+7.1%
USAR vs TKO
-1.0%
+8.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -11.6% | +2.3% | -14.0% | -12.4% |
| 30D | -15.5% | -2.5% | -13.0% | -14.6% |
| 3M | -31.0% | -10.6% | -20.4% | -28.0% |
| 6M | -26.2% | -5.1% | -21.2% | -25.4% |
| YTD | +30.8% | -8.2% | +39.0% | +36.3% |
| 1Y | +7.1% | -4.4% | +11.5% | +1.1% |
| All | +7.1% | -1.0% | +8.0% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling