+89.2%
USB vs TKO
+1,254.1%
-1,164.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.5% |
| 7D | +0.8% | +7.8% | -7.1% | -0.9% |
| 30D | +6.8% | +12.2% | -5.4% | +4.1% |
| 3M | -3.8% | +7.5% | -11.2% | -5.5% |
| 6M | +11.7% | +7.7% | +4.0% | +9.3% |
| YTD | +17.5% | -3.3% | +20.8% | +17.3% |
| 1Y | +33.8% | +11.1% | +22.7% | +29.4% |
| 3Y | +104.2% | +141.0% | -36.8% | +64.3% |
| 5Y | +26.4% | +278.8% | -252.4% | -10.5% |
| 10Y | +89.2% | +1,186.2% | -1,097.0% | +5.7% |
| All | +89.2% | +1,254.1% | -1,164.9% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling