-0.8%
GFS vs TKO
+242.9%
-243.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -38.9% | -6.2% | -32.7% | -38.2% |
| 6M | -2.9% | -5.6% | +2.7% | -2.4% |
| YTD | +31.8% | -7.8% | +39.6% | +32.6% |
| 1Y | +43.1% | -1.2% | +44.3% | +40.6% |
| 3Y | -20.6% | +106.5% | -127.2% | -39.3% |
| All | -0.8% | +242.9% | -243.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling