+16.4%
JD vs TKO
+985.8%
-969.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -15.4% | -2.6% | -12.7% | -15.0% |
| 3M | -5.0% | -7.8% | +2.7% | -3.7% |
| 6M | +0.9% | -7.0% | +7.9% | +1.8% |
| YTD | -2.5% | -8.5% | +6.0% | -1.7% |
| 1Y | -16.0% | -1.3% | -14.7% | -17.1% |
| 3Y | -8.5% | +105.0% | -113.5% | -26.7% |
| 5Y | -61.8% | +292.9% | -354.7% | -74.5% |
| All | +16.4% | +985.8% | -969.4% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling