-57.4%
GNRC vs TKO
+291.2%
-348.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.8% |
| 7D | -0.2% | +2.3% | -2.5% | -0.8% |
| 30D | -15.7% | -2.5% | -13.3% | -15.3% |
| 3M | -27.3% | -10.6% | -16.7% | -25.4% |
| 6M | -12.1% | -5.1% | -7.0% | -11.7% |
| YTD | +37.1% | -8.2% | +45.3% | +38.5% |
| 1Y | -0.5% | -4.4% | +4.0% | -1.2% |
| 3Y | +61.5% | +100.4% | -38.9% | +22.8% |
| All | -57.4% | +291.2% | -348.6% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling