+339.2%
GLW vs TKO
+154.2%
+185.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | +7.7% | +2.3% | +5.4% | +7.5% |
| 30D | -18.8% | +13.4% | -32.2% | -20.0% |
| 3M | -27.7% | -1.7% | -26.0% | -27.6% |
| 6M | -44.4% | +7.2% | -51.7% | -45.6% |
| YTD | +31.3% | -5.4% | +36.7% | +31.7% |
| 1Y | +40.0% | +8.7% | +31.4% | +36.3% |
| 3Y | +339.2% | +150.4% | +188.8% | +290.7% |
| All | +339.2% | +154.2% | +185.0% | +290.7% |
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