+33.0%
USB vs TKO
+10.0%
+23.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.8% |
| 7D | +0.8% | +7.8% | -7.1% | -0.5% |
| 30D | +6.8% | +12.2% | -5.4% | +4.8% |
| 3M | -3.8% | +7.5% | -11.2% | -5.2% |
| 6M | +11.7% | +7.7% | +4.0% | +9.3% |
| YTD | +17.5% | -3.3% | +20.8% | +18.0% |
| All | +33.0% | +10.0% | +23.0% | +30.8% |
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