+69.4%
USAR vs TKO
+88.1%
-18.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.2% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | -10.4% | +0.9% | -11.3% | -10.4% |
| 3M | -18.4% | -6.2% | -12.2% | -18.1% |
| 6M | -8.8% | -5.6% | -3.2% | -8.7% |
| YTD | +43.4% | -7.8% | +51.2% | +43.9% |
| 1Y | +21.0% | -1.2% | +22.2% | +21.0% |
| 3Y | +67.7% | +106.5% | -38.8% | +73.0% |
| All | +69.4% | +88.1% | -18.7% | +74.7% |
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