+561.8%
GWW vs TKO
+989.7%
-427.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | +2.3% | -5.7% | -3.8% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | -2.4% | -10.6% | +8.2% | -0.7% |
| 6M | +15.7% | -5.1% | +20.8% | +16.1% |
| YTD | +27.6% | -8.2% | +35.8% | +28.7% |
| 1Y | +27.2% | -4.4% | +31.6% | +27.1% |
| 3Y | +89.7% | +100.4% | -10.7% | +61.1% |
| 5Y | +223.9% | +294.3% | -70.4% | +133.1% |
| All | +561.8% | +989.7% | -427.9% | +266.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling