+2,096.2%
GS vs TKO
+1,480.3%
+615.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.1% | +3.5% |
| 7D | +0.8% | +7.8% | -7.0% | -1.0% |
| 30D | +1.2% | +12.2% | -10.9% | -1.7% |
| 3M | -12.4% | +7.5% | -19.9% | -14.3% |
| 6M | -2.3% | +7.7% | -10.1% | -4.9% |
| YTD | +4.6% | -3.3% | +7.9% | +4.3% |
| 1Y | +17.5% | +11.1% | +6.4% | +12.9% |
| 3Y | +202.0% | +141.0% | +61.0% | +134.3% |
| 5Y | +152.4% | +278.8% | -126.4% | +69.7% |
| 10Y | +478.5% | +1,186.2% | -707.7% | +162.0% |
| All | +2,096.2% | +1,480.3% | +615.9% | +543.7% |
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