+96.6%
GLD vs TKO
+152.5%
-55.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.6% |
| 7D | -5.5% | +2.6% | -8.1% | -5.6% |
| 30D | -7.0% | +11.6% | -18.6% | -7.6% |
| 3M | -12.4% | -0.1% | -12.2% | -12.4% |
| 6M | -18.0% | +6.7% | -24.7% | -18.4% |
| YTD | -10.5% | -6.0% | -4.4% | -10.4% |
| 1Y | -8.1% | +8.5% | -16.6% | -8.4% |
| All | +96.6% | +152.5% | -55.9% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling