-17.4%
GIS vs TKO
+5.6%
-23.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +4.4% |
| 7D | +8.5% | +11.3% | -2.8% | +5.9% |
| 30D | +15.3% | +9.3% | +6.0% | +13.0% |
| 3M | +0.9% | +5.3% | -4.3% | -0.2% |
| 6M | +7.9% | +4.9% | +3.1% | +7.3% |
| YTD | -17.6% | -6.3% | -11.3% | -17.4% |
| 1Y | -17.4% | +4.9% | -22.3% | -17.7% |
| All | -17.4% | +5.6% | -23.0% | -17.7% |
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 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