+210.6%
UAL vs TKO
+159.5%
+51.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +2.3% | +3.1% | -0.9% | +0.8% |
| 30D | +13.3% | +15.0% | -1.7% | +6.0% |
| 3M | -6.3% | +2.9% | -9.2% | -7.9% |
| 6M | +22.5% | +9.0% | +13.5% | +15.8% |
| YTD | +5.9% | -3.4% | +9.3% | +6.5% |
| 1Y | +24.7% | +12.8% | +11.9% | +15.3% |
| All | +210.6% | +159.5% | +51.1% | +107.8% |
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