-12.0%
GIS vs TKO
-7.4%
-4.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.8% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -5.2% | -2.6% | -2.6% | -4.4% |
| 3M | +8.2% | -7.8% | +15.9% | +9.8% |
| 6M | -12.0% | -7.0% | -5.0% | -10.7% |
| All | -12.0% | -7.4% | -4.7% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling