+100.0%
UAL vs TKO
+985.8%
-885.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -15.7% | -2.6% | -13.1% | -15.0% |
| 3M | +3.6% | -7.8% | +11.4% | +6.3% |
| 6M | +16.9% | -7.0% | +23.9% | +19.3% |
| YTD | -4.8% | -8.5% | +3.8% | -2.3% |
| 1Y | -0.9% | -1.3% | +0.4% | -1.5% |
| 3Y | +124.5% | +105.0% | +19.5% | +70.2% |
| 5Y | +140.2% | +292.9% | -152.7% | +41.8% |
| All | +100.0% | +985.8% | -885.8% | -1.6% |
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