+77.8%
JNJ vs TKO
+102.7%
-24.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -3.5% | +2.3% | -5.8% | -3.6% |
| 30D | +2.3% | -2.5% | +4.8% | +2.4% |
| 3M | +12.0% | -10.6% | +22.6% | +12.2% |
| 6M | +10.5% | -5.1% | +15.5% | +10.5% |
| YTD | +30.4% | -8.2% | +38.6% | +30.4% |
| 1Y | +52.1% | -4.4% | +56.6% | +52.1% |
| 3Y | +77.8% | +100.4% | -22.6% | +79.1% |
| All | +77.8% | +102.7% | -24.9% | +79.1% |
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