+101.5%
DAL vs TKO
+98.5%
+3.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -13.9% | +1.6% | -15.5% | -14.6% |
| 3M | +1.1% | -7.8% | +8.9% | +3.4% |
| 6M | +26.2% | -13.3% | +39.5% | +31.8% |
| YTD | +16.4% | -10.3% | +26.7% | +19.9% |
| 1Y | +33.9% | -0.6% | +34.5% | +32.2% |
| All | +101.5% | +98.5% | +3.0% | +60.7% |
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