+1,662.2%
GEN vs TKO
+1,400.2%
+261.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | +6.1% | -2.5% | +8.6% | +6.4% |
| 3M | +27.0% | -10.6% | +37.6% | +29.2% |
| 6M | +43.9% | -5.1% | +48.9% | +44.5% |
| YTD | +13.0% | -8.2% | +21.2% | +14.0% |
| 1Y | +4.0% | -4.4% | +8.5% | +4.0% |
| 3Y | +66.2% | +100.4% | -34.2% | +44.3% |
| 5Y | +23.2% | +294.3% | -271.1% | -6.4% |
| 10Y | +157.5% | +983.2% | -825.7% | +53.8% |
| All | +1,662.2% | +1,400.2% | +261.9% | +603.6% |
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