+5,147.3%
GRMN vs TKO
+3,041.4%
+2,106.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -13.1% | +0.9% | -14.0% | -13.4% |
| 3M | +14.9% | -6.2% | +21.1% | +16.1% |
| 6M | +13.1% | -5.6% | +18.7% | +13.8% |
| YTD | +35.3% | -7.8% | +43.1% | +36.6% |
| 1Y | +16.0% | -1.2% | +17.2% | +15.3% |
| 3Y | +179.6% | +106.5% | +73.1% | +134.8% |
| 5Y | +75.0% | +310.4% | -235.3% | +25.5% |
| 10Y | +644.1% | +987.5% | -343.4% | +301.4% |
| All | +5,147.3% | +3,041.4% | +2,106.0% | +1,480.9% |
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