+49.5%
JBL vs TKO
+1.2%
+48.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -8.3% | +1.6% | -9.9% | -8.6% |
| 3M | -16.9% | -7.8% | -9.1% | -16.1% |
| 6M | +21.8% | -13.3% | +35.1% | +24.7% |
| YTD | +36.3% | -10.3% | +46.6% | +38.4% |
| 1Y | +49.5% | -0.6% | +50.1% | +46.7% |
| All | +49.5% | +1.2% | +48.3% | +46.7% |
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