-7.2%
JD vs TKO
+103.5%
-110.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -19.3% | +0.9% | -20.2% | -19.6% |
| 3M | -6.0% | -6.2% | +0.1% | -5.3% |
| 6M | +1.8% | -5.6% | +7.4% | +2.2% |
| YTD | -2.6% | -7.8% | +5.3% | -2.0% |
| 1Y | -17.4% | -1.2% | -16.2% | -18.5% |
| All | -7.2% | +103.5% | -110.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling