+116.3%
JPM vs BTSG
+382.3%
-266.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.6% |
| 7D | -2.3% | -5.8% | +3.4% | -1.6% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | +14.9% | -4.5% | +19.4% | +14.8% |
| 6M | +23.6% | +40.0% | -16.4% | +15.7% |
| YTD | +11.3% | +54.6% | -43.3% | +2.4% |
| 1Y | +19.9% | +106.1% | -86.2% | +4.9% |
| All | +116.3% | +382.3% | -266.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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