+20.1%
GSK vs TKO
-1.0%
+21.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -3.5% | +2.3% | -5.8% | -3.8% |
| 30D | -3.4% | -2.5% | -1.0% | -3.2% |
| 3M | -8.1% | -10.6% | +2.5% | -7.1% |
| 6M | -11.1% | -5.1% | -6.1% | -11.0% |
| YTD | +0.7% | -8.2% | +9.0% | +1.3% |
| 1Y | +20.1% | -4.4% | +24.6% | +20.6% |
| All | +20.1% | -1.0% | +21.1% | +20.6% |
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 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