+101.8%
USB vs TKO
+164.3%
-62.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +6.4% | -5.0% | +0.1% |
| 30D | +6.4% | +11.9% | -5.5% | +3.9% |
| 3M | -4.5% | +5.6% | -10.1% | -5.8% |
| 6M | +11.4% | +7.5% | +3.9% | +8.9% |
| YTD | +17.1% | -3.5% | +20.6% | +17.1% |
| 1Y | +32.6% | +13.0% | +19.6% | +27.6% |
| 3Y | +101.8% | +157.6% | -55.8% | +65.8% |
| All | +101.8% | +164.3% | -62.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling