+38.4%
GS vs TKO
-0.1%
+38.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.0% |
| 7D | +3.4% | +7.2% | -3.8% | +2.3% |
| 30D | +0.2% | +4.7% | -4.5% | -0.7% |
| 3M | -0.3% | -3.2% | +2.9% | -0.2% |
| 6M | +27.4% | -2.9% | +30.2% | +26.8% |
| YTD | +19.6% | -5.8% | +25.5% | +20.6% |
| All | +38.4% | -0.1% | +38.4% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling