+632.4%
GEV vs TKO
+124.1%
+508.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.3% | +3.5% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | -7.9% | -2.5% | -5.5% | -7.3% |
| 3M | +5.6% | -10.6% | +16.2% | +9.0% |
| 6M | +13.1% | -5.1% | +18.1% | +13.2% |
| YTD | +46.7% | -8.2% | +55.0% | +48.2% |
| 1Y | +51.3% | -4.4% | +55.7% | +48.7% |
| All | +632.4% | +124.1% | +508.3% | +362.5% |
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