+152.5%
JPM vs TKO
+291.2%
-138.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.7% | +2.3% | -3.0% | -1.1% |
| 30D | -2.5% | -2.5% | 0.0% | -2.1% |
| 3M | +14.1% | -10.6% | +24.7% | +16.1% |
| 6M | +25.1% | -5.1% | +30.1% | +25.5% |
| YTD | +12.1% | -8.2% | +20.3% | +13.0% |
| 1Y | +18.8% | -4.4% | +23.2% | +18.7% |
| 3Y | +163.4% | +100.4% | +63.0% | +129.5% |
| All | +152.5% | +291.2% | -138.7% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling