+20.3%
JPM vs T
-7.8%
+28.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | -0.2% | +11.4% | -11.5% | -0.3% |
| 3M | +15.9% | +14.3% | +1.6% | +15.8% |
| 6M | +20.9% | -9.3% | +30.2% | +20.8% |
| YTD | +12.9% | +7.1% | +5.8% | +10.0% |
| 1Y | +20.3% | -9.1% | +29.4% | +23.4% |
| All | +20.3% | -7.8% | +28.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling