+12.6%
GTLB vs TKO
+5.6%
+7.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.8% |
| 7D | -9.7% | +11.3% | -20.9% | -12.0% |
| 30D | +1.7% | +9.3% | -7.6% | -0.6% |
| 3M | +43.6% | +5.3% | +38.3% | +41.8% |
| 6M | +113.0% | +4.9% | +108.1% | +111.6% |
| YTD | +39.5% | -6.3% | +45.9% | +41.5% |
| 1Y | +12.6% | +4.9% | +7.7% | +13.2% |
| All | +12.6% | +5.6% | +7.0% | +13.2% |
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