+851.8%
GLW vs TKO
+989.7%
-137.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +7.8% | +2.3% | +5.5% | +7.3% |
| 30D | -0.4% | -2.5% | +2.0% | -0.1% |
| 3M | -5.6% | -10.6% | +5.0% | -3.7% |
| 6M | +26.7% | -5.1% | +31.8% | +27.1% |
| YTD | +91.0% | -8.2% | +99.3% | +92.6% |
| 1Y | +122.4% | -4.4% | +126.8% | +121.5% |
| 3Y | +471.0% | +100.4% | +370.6% | +369.5% |
| 5Y | +385.6% | +294.3% | +91.3% | +229.0% |
| All | +851.8% | +989.7% | -137.8% | +441.2% |
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