+135.0%
DAL vs TKO
+958.6%
-823.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -11.7% | +0.9% | -12.6% | -12.1% |
| 3M | -2.7% | -6.2% | +3.4% | -1.4% |
| 6M | +30.7% | -5.6% | +36.3% | +32.0% |
| YTD | +14.4% | -7.8% | +22.2% | +16.1% |
| 1Y | +31.2% | -1.2% | +32.4% | +30.3% |
| 3Y | +99.4% | +106.5% | -7.1% | +60.2% |
| 5Y | +98.6% | +310.4% | -211.8% | +31.1% |
| 10Y | +135.0% | +987.5% | -852.5% | +29.6% |
| All | +135.0% | +958.6% | -823.6% | +29.6% |
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