+27.5%
USFR vs TKO
+879.2%
-851.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.3% | +0.9% | -0.6% | +0.3% |
| 3M | +1.0% | -6.2% | +7.1% | +1.0% |
| 6M | +1.9% | -5.6% | +7.6% | +1.9% |
| YTD | +2.7% | -7.8% | +10.5% | +2.7% |
| 1Y | +4.0% | -1.2% | +5.2% | +4.0% |
| 3Y | +14.0% | +106.5% | -92.5% | +14.0% |
| 5Y | +20.4% | +310.4% | -289.9% | +20.4% |
| 10Y | +28.0% | +987.5% | -959.5% | +28.0% |
| All | +27.5% | +879.2% | -851.7% | +27.6% |
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