+1,676.9%
JBL vs TKO
+1,400.2%
+276.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.9% |
| 7D | +2.4% | +2.3% | +0.1% | +1.7% |
| 30D | -13.1% | -2.5% | -10.6% | -12.7% |
| 3M | -15.6% | -10.6% | -5.0% | -13.3% |
| 6M | +24.6% | -5.1% | +29.6% | +25.2% |
| YTD | +39.6% | -8.2% | +47.8% | +41.4% |
| 1Y | +48.6% | -4.4% | +53.0% | +48.4% |
| 3Y | +197.3% | +100.4% | +96.9% | +132.5% |
| 5Y | +413.0% | +294.3% | +118.7% | +220.1% |
| 10Y | +1,543.9% | +983.2% | +560.7% | +581.2% |
| All | +1,676.9% | +1,400.2% | +276.6% | +292.9% |
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