-55.4%
GTLB vs TKO
+246.7%
-302.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.9% |
| 7D | -6.6% | +0.7% | -7.3% | -7.0% |
| 30D | +13.7% | +0.9% | +12.9% | +13.2% |
| 3M | +52.9% | -6.2% | +59.1% | +55.8% |
| 6M | +88.5% | -5.6% | +94.1% | +91.3% |
| YTD | +23.4% | -7.8% | +31.3% | +25.9% |
| 1Y | -3.8% | -1.2% | -2.6% | -5.0% |
| 3Y | -11.5% | +106.5% | -118.0% | -36.3% |
| All | -55.4% | +246.7% | -302.1% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling