+481.0%
JPM vs T
+61.4%
+419.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -2.5% | +2.0% | -4.4% | -3.3% |
| 30D | +2.7% | -1.0% | +3.7% | +2.8% |
| 3M | -4.7% | -8.1% | +3.4% | -1.9% |
| 6M | +15.6% | -8.3% | +23.8% | +18.3% |
| YTD | +8.6% | -6.1% | +14.7% | +8.7% |
| 1Y | +10.9% | -7.4% | +18.3% | +11.7% |
| 3Y | +149.9% | +65.4% | +84.5% | +77.9% |
| 5Y | +131.9% | +57.6% | +74.3% | +61.0% |
| 10Y | +481.0% | +61.4% | +419.6% | +367.8% |
| All | +481.0% | +61.4% | +419.6% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling