+10.3%
GLXY vs TKO
+20.0%
-9.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.9% | -6.4% |
| 7D | +4.5% | +0.7% | +3.9% | +4.4% |
| 30D | +28.8% | +0.9% | +28.0% | +28.4% |
| 3M | -23.0% | -6.2% | -16.9% | -21.7% |
| 6M | +17.0% | -5.6% | +22.6% | +18.2% |
| YTD | +12.5% | -7.8% | +20.3% | +14.2% |
| 1Y | -5.4% | -1.2% | -4.2% | -7.0% |
| All | +10.3% | +20.0% | -9.7% | +8.0% |
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