+261.3%
GE vs TKO
+102.0%
+159.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -11.9% | -2.6% | -9.3% | -11.5% |
| 3M | +1.8% | -7.8% | +9.6% | +3.3% |
| 6M | -0.6% | -7.0% | +6.4% | +0.5% |
| YTD | +5.5% | -8.5% | +14.1% | +6.9% |
| 1Y | +15.0% | -1.3% | +16.3% | +14.1% |
| All | +261.3% | +102.0% | +159.4% | +217.6% |
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 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