+244.8%
UAL vs TKO
+2,842.8%
-2,597.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -3.0% | +2.3% | -5.4% | -3.8% |
| 30D | +10.5% | +13.4% | -2.9% | +5.2% |
| 3M | -13.5% | -1.7% | -11.8% | -13.0% |
| 6M | +14.2% | +7.2% | +7.0% | +10.2% |
| YTD | -2.2% | -5.4% | +3.1% | -0.8% |
| 1Y | +12.5% | +8.7% | +3.8% | +7.6% |
| 3Y | +186.8% | +150.4% | +36.4% | +94.0% |
| 5Y | +119.4% | +276.6% | -157.3% | +21.7% |
| 10Y | +81.4% | +1,134.6% | -1,053.2% | -46.7% |
| All | +244.8% | +2,842.8% | -2,597.9% | -60.1% |
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