+147.5%
GE vs TKO
+989.7%
-842.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.0% | +2.3% | -6.3% | -4.5% |
| 30D | -11.4% | -2.5% | -8.9% | -11.1% |
| 3M | -2.6% | -10.6% | +8.0% | -0.6% |
| 6M | -0.3% | -5.1% | +4.7% | +0.2% |
| YTD | +5.4% | -8.2% | +13.6% | +6.6% |
| 1Y | +15.5% | -4.4% | +20.0% | +15.6% |
| 3Y | +260.8% | +100.4% | +160.4% | +203.1% |
| 5Y | +421.6% | +294.3% | +127.4% | +270.0% |
| All | +147.5% | +989.7% | -842.2% | +56.5% |
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