+35.8%
GFS vs TKO
+1.2%
+34.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.5% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | -8.6% | +1.6% | -10.2% | -8.4% |
| 3M | -46.5% | -7.8% | -38.8% | -46.5% |
| 6M | -4.8% | -13.3% | +8.5% | -4.5% |
| YTD | +29.7% | -10.3% | +39.9% | +30.7% |
| 1Y | +35.8% | -0.6% | +36.5% | +30.7% |
| All | +35.8% | +1.2% | +34.6% | +30.7% |
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 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