+18.6%
GLXY vs TKO
+22.7%
-4.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.3% | +1.4% |
| 7D | +15.5% | +7.2% | +8.3% | +13.4% |
| 30D | +34.1% | +4.7% | +29.4% | +32.3% |
| 3M | -11.3% | -3.2% | -8.1% | -10.6% |
| 6M | +31.6% | -2.9% | +34.5% | +32.0% |
| YTD | +21.0% | -5.8% | +26.8% | +22.1% |
| 1Y | +11.7% | -1.1% | +12.7% | +9.7% |
| All | +18.6% | +22.7% | -4.0% | +15.4% |
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