+2,603.4%
TKO vs GWRE
+741.3%
+1,862.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.3% | -13.2% | +15.5% | +5.4% |
| 30D | -2.5% | -18.6% | +16.1% | +1.0% |
| 3M | -10.6% | +18.9% | -29.5% | -15.8% |
| 6M | -5.1% | -11.0% | +5.9% | -5.7% |
| YTD | -8.2% | -29.9% | +21.7% | -4.1% |
| 1Y | -4.4% | -44.3% | +39.9% | +5.4% |
| 3Y | +100.4% | +51.7% | +48.7% | +67.1% |
| 5Y | +294.3% | +15.4% | +278.9% | +243.4% |
| 10Y | +983.2% | +129.4% | +853.7% | +649.8% |
| All | +2,603.4% | +741.3% | +1,862.1% | +1,506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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