+1,998.3%
GS vs TKO
+1,411.9%
+586.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | -3.2% | +5.7% | -8.9% | -4.5% |
| 30D | -2.4% | +6.9% | -9.3% | -4.1% |
| 3M | -15.7% | +2.4% | -18.1% | -16.5% |
| 6M | -6.8% | +1.1% | -7.9% | -7.8% |
| YTD | -0.1% | -7.5% | +7.5% | +0.8% |
| 1Y | +12.1% | +7.2% | +4.9% | +8.7% |
| 3Y | +185.8% | +131.3% | +54.4% | +123.9% |
| 5Y | +140.1% | +250.8% | -110.8% | +64.6% |
| 10Y | +505.2% | +1,146.6% | -641.4% | +176.2% |
| All | +1,998.3% | +1,411.9% | +586.4% | +521.9% |
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