+109.4%
GAP vs TKO
+102.0%
+7.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -0.2% | -2.6% | +2.4% | +0.3% |
| 3M | 0.0% | -7.8% | +7.8% | +1.7% |
| 6M | -8.1% | -7.0% | -1.1% | -7.1% |
| YTD | -16.5% | -8.5% | -7.9% | -15.1% |
| 1Y | -10.5% | -1.3% | -9.2% | -10.7% |
| All | +109.4% | +102.0% | +7.4% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling