+971.0%
GLW vs TKO
+1,366.3%
-395.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.2% |
| 7D | +3.8% | +0.7% | +3.0% | +3.5% |
| 30D | -1.3% | +1.6% | -3.0% | -2.1% |
| 3M | -21.8% | -7.8% | -14.0% | -20.7% |
| 6M | +6.9% | -13.3% | +20.2% | +10.1% |
| YTD | +77.2% | -10.3% | +87.4% | +79.8% |
| 1Y | +123.2% | -0.6% | +123.9% | +119.5% |
| 3Y | +400.0% | +88.5% | +311.5% | +301.2% |
| 5Y | +342.8% | +284.7% | +58.1% | +183.1% |
| 10Y | +771.4% | +905.7% | -134.3% | +283.7% |
| All | +971.0% | +1,366.3% | -395.3% | +147.6% |
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