+52.4%
JD vs TKO
+2,107.1%
-2,054.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -4.1% | +2.3% | -6.4% | -4.7% |
| 30D | +4.6% | +13.4% | -8.8% | +1.6% |
| 3M | -4.7% | -1.7% | -3.0% | -4.6% |
| 6M | -17.4% | +7.2% | -24.6% | -19.3% |
| YTD | +0.7% | -5.4% | +6.1% | +0.7% |
| 1Y | -5.9% | +8.7% | -14.6% | -9.1% |
| 3Y | +18.9% | +150.4% | -131.6% | -7.6% |
| 5Y | -62.9% | +276.6% | -339.6% | -74.4% |
| 10Y | +32.5% | +1,134.6% | -1,102.1% | -32.1% |
| All | +52.4% | +2,107.1% | -2,054.7% | -21.8% |
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