+592.1%
JPM vs T
+63.2%
+528.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -0.4% | -3.1% | +2.7% | +1.0% |
| 30D | -1.4% | +4.6% | -6.0% | -3.5% |
| 3M | +13.9% | +12.2% | +1.7% | +7.4% |
| 6M | +23.5% | -6.5% | +30.0% | +26.2% |
| YTD | +11.6% | +4.9% | +6.8% | +7.2% |
| 1Y | +21.4% | -10.5% | +31.9% | +25.8% |
| 3Y | +163.4% | +104.6% | +58.9% | +69.7% |
| 5Y | +152.5% | +64.2% | +88.3% | +77.7% |
| 10Y | +592.1% | +68.4% | +523.7% | +405.5% |
| All | +592.1% | +63.2% | +528.9% | +405.5% |
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