+104.3%
DAL vs TKO
+1,121.1%
-1,016.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | +12.8% | +13.4% | -0.5% | +9.0% |
| 3M | -5.3% | -1.7% | -3.5% | -4.9% |
| 6M | +22.4% | +7.2% | +15.1% | +19.2% |
| YTD | +25.6% | -5.4% | +31.0% | +26.6% |
| 1Y | +45.5% | +8.7% | +36.8% | +40.9% |
| 3Y | +161.0% | +150.4% | +10.5% | +100.3% |
| 5Y | +112.2% | +276.6% | -164.4% | +42.7% |
| All | +104.3% | +1,121.1% | -1,016.8% | +6.6% |
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 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