+71.8%
GH vs TKO
+5.6%
+66.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.0% | -4.2% |
| 7D | -7.7% | +11.3% | -18.9% | -9.3% |
| 30D | -10.0% | +9.3% | -19.2% | -11.3% |
| 3M | +5.5% | +5.3% | +0.2% | +3.8% |
| 6M | +84.9% | +4.9% | +80.1% | +81.9% |
| YTD | +65.0% | -6.3% | +71.4% | +66.0% |
| 1Y | +71.8% | +4.9% | +66.9% | +73.5% |
| All | +71.8% | +5.6% | +66.1% | +73.5% |
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 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