+1,501.6%
JPM vs TKO
+1,406.3%
+95.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | -1.4% | +0.9% | -2.3% | -1.8% |
| 3M | +13.9% | -6.2% | +20.1% | +15.2% |
| 6M | +23.5% | -5.6% | +29.1% | +24.3% |
| YTD | +11.6% | -7.8% | +19.5% | +12.7% |
| 1Y | +21.4% | -1.2% | +22.6% | +20.1% |
| 3Y | +163.4% | +106.5% | +56.9% | +109.7% |
| 5Y | +152.5% | +310.4% | -157.8% | +63.6% |
| 10Y | +592.1% | +987.5% | -395.4% | +210.3% |
| All | +1,501.6% | +1,406.3% | +95.3% | +320.9% |
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