+693.7%
GLW vs TKO
+1,446.8%
-753.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | +7.7% | +2.3% | +5.4% | +7.1% |
| 30D | -18.8% | +13.4% | -32.2% | -21.6% |
| 3M | -27.7% | -1.7% | -26.0% | -27.7% |
| 6M | -44.4% | +7.2% | -51.7% | -46.2% |
| YTD | +31.3% | -5.4% | +36.7% | +31.1% |
| 1Y | +40.0% | +8.7% | +31.4% | +34.4% |
| 3Y | +339.2% | +150.4% | +188.8% | +227.1% |
| 5Y | +229.2% | +276.6% | -47.4% | +111.8% |
| 10Y | +528.4% | +1,134.6% | -606.2% | +160.9% |
| All | +693.7% | +1,446.8% | -753.1% | +80.5% |
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 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