+12.0%
GEHC vs TKO
+183.4%
-171.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -3.9% |
| 7D | -5.2% | +7.2% | -12.3% | -6.4% |
| 30D | -7.0% | +4.7% | -11.7% | -7.8% |
| 3M | +3.3% | -3.2% | +6.5% | +3.7% |
| 6M | -10.0% | -2.9% | -7.1% | -9.9% |
| YTD | -18.5% | -5.8% | -12.7% | -18.1% |
| 1Y | -14.4% | -1.1% | -13.3% | -14.8% |
| 3Y | +3.4% | +111.1% | -107.7% | -4.9% |
| All | +12.0% | +183.4% | -171.5% | +2.6% |
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 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