+393.9%
GH vs TKO
+125.1%
+268.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -1.2% | +0.1% | -1.4% | -1.4% |
| 30D | -3.7% | -2.6% | -1.1% | -3.2% |
| 3M | +21.7% | -7.8% | +29.5% | +23.9% |
| 6M | +75.7% | -7.0% | +82.8% | +78.3% |
| YTD | +55.7% | -8.5% | +64.2% | +58.3% |
| 1Y | +181.1% | -1.3% | +182.4% | +178.2% |
| 3Y | +371.6% | +105.0% | +266.7% | +274.6% |
| 5Y | +23.2% | +292.9% | -269.7% | -20.9% |
| All | +393.9% | +125.1% | +268.7% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling