+230.0%
GE vs TKO
+1,439.7%
-1,209.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.6% |
| 7D | +1.2% | +7.2% | -6.0% | -0.3% |
| 30D | -9.5% | +4.7% | -14.2% | -10.5% |
| 3M | +4.1% | -3.2% | +7.3% | +4.4% |
| 6M | +3.9% | -2.9% | +6.8% | +4.0% |
| YTD | +9.0% | -5.8% | +14.8% | +9.6% |
| 1Y | +21.9% | -1.1% | +23.0% | +21.2% |
| 3Y | +281.8% | +111.1% | +170.7% | +223.0% |
| 5Y | +436.7% | +315.6% | +121.2% | +293.0% |
| 10Y | +151.5% | +978.5% | -826.9% | +45.9% |
| All | +230.0% | +1,439.7% | -1,209.7% | +29.3% |
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