-6.8%
GS vs TKO
+2.2%
-9.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.4% |
| 7D | -3.2% | +5.7% | -8.9% | -3.1% |
| 30D | -2.4% | +6.9% | -9.3% | -2.4% |
| 3M | -15.7% | +2.4% | -18.1% | -15.8% |
| 6M | -6.8% | +1.1% | -7.9% | -9.6% |
| All | -6.8% | +2.2% | -9.0% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling