+26.2%
GAP vs TKO
+1,439.7%
-1,413.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.2% |
| 7D | +1.7% | +7.2% | -5.4% | +0.3% |
| 30D | +9.3% | +4.7% | +4.6% | +8.2% |
| 3M | +6.1% | -3.2% | +9.3% | +6.5% |
| 6M | -2.3% | -2.9% | +0.6% | -2.2% |
| YTD | -10.6% | -5.8% | -4.8% | -10.0% |
| 1Y | -4.4% | -1.1% | -3.4% | -4.8% |
| 3Y | +118.3% | +111.1% | +7.2% | +84.5% |
| 5Y | +12.2% | +315.6% | -303.4% | -17.8% |
| 10Y | +33.7% | +978.5% | -944.7% | -20.0% |
| All | +26.2% | +1,439.7% | -1,413.5% | -47.7% |
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