-20.1%
GFS vs TKO
+154.2%
-174.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +7.4% | +2.3% | +5.1% | +7.0% |
| 30D | -15.3% | +13.4% | -28.6% | -17.0% |
| 3M | -21.1% | -1.7% | -19.4% | -20.9% |
| 6M | -44.5% | +7.2% | -51.7% | -45.8% |
| YTD | +19.2% | -5.4% | +24.6% | +19.4% |
| 1Y | +27.2% | +8.7% | +18.5% | +21.8% |
| 3Y | -20.1% | +150.4% | -170.6% | -38.0% |
| All | -20.1% | +154.2% | -174.4% | -38.0% |
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