-54.8%
GTLB vs TKO
+245.3%
-300.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -5.7% | +2.3% | -8.0% | -6.6% |
| 30D | +15.1% | -2.5% | +17.6% | +16.0% |
| 3M | +65.5% | -10.6% | +76.1% | +71.7% |
| 6M | +102.9% | -5.1% | +107.9% | +105.5% |
| YTD | +25.2% | -8.2% | +33.4% | +27.9% |
| 1Y | -5.5% | -4.4% | -1.1% | -5.4% |
| 3Y | -10.9% | +100.4% | -111.3% | -34.9% |
| All | -54.8% | +245.3% | -300.1% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling