-22.1%
GFS vs TKO
+104.9%
-127.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.1% |
| 7D | +2.6% | +7.2% | -4.5% | +1.3% |
| 30D | -16.4% | +4.7% | -21.1% | -17.2% |
| 3M | -41.6% | -3.2% | -38.4% | -41.4% |
| 6M | -3.7% | -2.9% | -0.8% | -3.7% |
| YTD | +29.3% | -5.8% | +35.1% | +29.6% |
| 1Y | +37.1% | -1.1% | +38.2% | +35.3% |
| 3Y | -22.1% | +111.1% | -133.2% | -36.7% |
| All | -22.1% | +104.9% | -127.0% | -36.7% |
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 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