+104.0%
GTLB vs TKO
-7.4%
+111.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +12.3% | -2.6% | +14.9% | +13.5% |
| 3M | +65.9% | -7.8% | +73.7% | +70.2% |
| 6M | +104.0% | -7.0% | +111.0% | +105.8% |
| All | +104.0% | -7.4% | +111.3% | +105.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling