-3.1%
GEHC vs TKO
+102.0%
-105.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -11.7% | -2.6% | -9.1% | -11.3% |
| 3M | +0.8% | -7.8% | +8.6% | +2.3% |
| 6M | -11.6% | -7.0% | -4.6% | -10.6% |
| YTD | -21.6% | -8.5% | -13.0% | -20.6% |
| 1Y | -15.3% | -1.3% | -14.0% | -15.8% |
| All | -3.1% | +102.0% | -105.0% | -12.3% |
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 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