+51.2%
JNJ vs TKO
+5.6%
+45.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +3.5% |
| 7D | +1.9% | +11.3% | -9.3% | +1.0% |
| 30D | +9.2% | +9.3% | 0.0% | +8.4% |
| 3M | +8.9% | +5.3% | +3.6% | +8.3% |
| 6M | +24.6% | +4.9% | +19.7% | +24.1% |
| YTD | +35.7% | -6.3% | +42.0% | +35.8% |
| 1Y | +51.2% | +4.9% | +46.3% | +51.1% |
| All | +51.2% | +5.6% | +45.6% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling