+114.2%
DAL vs TKO
+263.8%
-149.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.7% | +3.6% |
| 7D | +10.0% | +7.8% | +2.2% | +7.2% |
| 30D | +12.0% | +12.2% | -0.1% | +7.6% |
| 3M | +0.8% | +7.5% | -6.7% | -2.1% |
| 6M | +26.2% | +7.7% | +18.4% | +21.7% |
| YTD | +33.7% | -3.3% | +37.0% | +33.9% |
| 1Y | +57.6% | +11.1% | +46.5% | +49.5% |
| 3Y | +183.5% | +141.0% | +42.5% | +103.3% |
| 5Y | +114.2% | +278.8% | -164.6% | +12.9% |
| All | +114.2% | +263.8% | -149.6% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling