+318.9%
LUV vs TKO
+1,400.2%
-1,081.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -1.0% | +2.3% | -3.3% | -1.5% |
| 30D | -12.4% | -2.5% | -9.9% | -12.0% |
| 3M | -11.0% | -10.6% | -0.4% | -9.2% |
| 6M | -5.0% | -5.1% | +0.1% | -4.4% |
| YTD | -3.8% | -8.2% | +4.4% | -2.4% |
| 1Y | +25.9% | -4.4% | +30.4% | +26.5% |
| 3Y | +42.2% | +100.4% | -58.1% | +21.1% |
| 5Y | -10.8% | +294.3% | -305.1% | -34.4% |
| 10Y | +19.0% | +983.2% | -964.2% | -31.2% |
| All | +318.9% | +1,400.2% | -1,081.3% | +74.1% |
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