+6.8%
GAP vs TKO
+303.5%
-296.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | 0.0% | -7.8% | +7.8% | +2.0% |
| 6M | -8.1% | -7.0% | -1.1% | -7.0% |
| YTD | -16.5% | -8.5% | -7.9% | -15.0% |
| 1Y | -10.5% | -1.3% | -9.2% | -10.9% |
| 3Y | +104.0% | +105.0% | -1.0% | +62.7% |
| 5Y | +6.8% | +292.9% | -286.1% | -40.1% |
| All | +6.8% | +303.5% | -296.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling