+27.9%
GAP vs TKO
+989.7%
-961.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -4.1% | +2.3% | -6.4% | -4.7% |
| 30D | +6.2% | -2.5% | +8.7% | +6.8% |
| 3M | -0.7% | -10.6% | +9.9% | +2.1% |
| 6M | -7.1% | -5.1% | -2.1% | -6.5% |
| YTD | -14.1% | -8.2% | -5.9% | -12.6% |
| 1Y | -8.5% | -4.4% | -4.1% | -8.2% |
| 3Y | +115.4% | +100.4% | +15.0% | +71.5% |
| 5Y | +9.8% | +294.3% | -284.5% | -30.1% |
| All | +27.9% | +989.7% | -961.8% | -41.4% |
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