+243.0%
JCI vs TKO
+1,406.3%
-1,163.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | -3.8% | +0.9% | -4.7% | -4.1% |
| 3M | -1.6% | -6.2% | +4.5% | -0.9% |
| 6M | +9.5% | -5.6% | +15.1% | +9.9% |
| YTD | +21.7% | -7.8% | +29.6% | +22.5% |
| 1Y | +37.1% | -1.2% | +38.4% | +35.9% |
| 3Y | +165.2% | +106.5% | +58.7% | +125.5% |
| 5Y | +110.3% | +310.4% | -200.1% | +54.3% |
| 10Y | +341.0% | +987.5% | -646.5% | +150.8% |
| All | +243.0% | +1,406.3% | -1,163.3% | +31.4% |
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