+391.7%
GLW vs TKO
+306.5%
+85.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +16.9% | +0.7% | +16.2% | +16.7% |
| 30D | +7.0% | +0.9% | +6.1% | +6.6% |
| 3M | -3.0% | -6.2% | +3.2% | -2.3% |
| 6M | +31.0% | -5.6% | +36.6% | +31.4% |
| YTD | +93.4% | -7.8% | +101.3% | +94.6% |
| 1Y | +134.7% | -1.2% | +136.0% | +132.2% |
| 3Y | +471.8% | +106.5% | +365.3% | +388.3% |
| All | +391.7% | +306.5% | +85.1% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling