+1,054.0%
IJH vs TKO
+2,621.6%
-1,567.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | -4.6% | -2.5% | -2.2% | -4.3% |
| 3M | -1.2% | -10.6% | +9.4% | +0.9% |
| 6M | +9.4% | -5.1% | +14.5% | +10.0% |
| YTD | +13.3% | -8.2% | +21.6% | +14.5% |
| 1Y | +13.4% | -4.4% | +17.8% | +13.3% |
| 3Y | +50.4% | +100.4% | -49.9% | +25.5% |
| 5Y | +49.0% | +294.3% | -245.3% | +5.4% |
| 10Y | +182.6% | +983.2% | -800.6% | +50.2% |
| All | +1,054.0% | +2,621.6% | -1,567.6% | +283.6% |
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