+4,476.9%
GWW vs TKO
+1,395.0%
+3,081.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -2.3% | -2.6% | +0.3% | -2.1% |
| 3M | -3.3% | -7.8% | +4.5% | -2.4% |
| 6M | +15.4% | -7.0% | +22.4% | +16.1% |
| YTD | +26.7% | -8.5% | +35.3% | +27.7% |
| 1Y | +29.0% | -1.3% | +30.3% | +28.2% |
| 3Y | +89.0% | +105.0% | -16.0% | +64.3% |
| 5Y | +221.8% | +292.9% | -71.1% | +148.1% |
| 10Y | +562.7% | +979.3% | -416.7% | +317.8% |
| All | +4,476.9% | +1,395.0% | +3,081.9% | +2,062.5% |
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