+974.4%
JNJ vs TKO
+1,406.3%
-431.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -3.0% | +0.7% | -3.6% | -3.0% |
| 30D | +2.5% | +0.9% | +1.6% | +2.4% |
| 3M | +13.2% | -6.2% | +19.4% | +13.7% |
| 6M | +11.3% | -5.6% | +16.9% | +11.6% |
| YTD | +31.1% | -7.8% | +39.0% | +31.6% |
| 1Y | +54.3% | -1.2% | +55.5% | +53.9% |
| 3Y | +81.1% | +106.5% | -25.4% | +68.9% |
| 5Y | +82.7% | +310.4% | -227.6% | +59.7% |
| 10Y | +196.5% | +987.5% | -791.1% | +132.9% |
| All | +974.4% | +1,406.3% | -431.9% | +609.5% |
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