+52.4%
GEV vs TKO
+5.6%
+46.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.4% | -12.7% | -9.3% |
| 7D | -5.1% | +11.3% | -16.4% | -5.2% |
| 30D | -15.8% | +9.3% | -25.1% | -15.8% |
| 3M | -18.2% | +5.3% | -23.5% | -18.0% |
| 6M | -22.4% | +4.9% | -27.2% | -24.3% |
| YTD | +27.7% | -6.3% | +34.0% | +28.4% |
| 1Y | +52.4% | +4.9% | +47.4% | +42.2% |
| All | +52.4% | +5.6% | +46.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling