+114.4%
JCI vs TKO
+291.2%
-176.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | -4.4% | -2.5% | -2.0% | -4.1% |
| 3M | +1.7% | -10.6% | +12.3% | +3.4% |
| 6M | +8.8% | -5.1% | +13.9% | +9.0% |
| YTD | +22.6% | -8.2% | +30.9% | +23.5% |
| 1Y | +36.2% | -4.4% | +40.7% | +35.8% |
| 3Y | +168.0% | +100.4% | +67.6% | +131.6% |
| All | +114.4% | +291.2% | -176.8% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling