+46.1%
GSK vs TKO
+102.0%
-55.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -4.6% | -2.6% | -2.0% | -4.5% |
| 3M | -5.1% | -7.8% | +2.7% | -4.9% |
| 6M | -11.4% | -7.0% | -4.4% | -11.3% |
| YTD | +0.7% | -8.5% | +9.3% | +0.9% |
| 1Y | +23.0% | -1.3% | +24.3% | +23.0% |
| All | +46.1% | +102.0% | -55.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling