+21.4%
JPM vs T
-8.9%
+30.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -0.4% | -3.1% | +2.7% | -0.4% |
| 30D | -1.4% | +4.6% | -6.0% | -1.4% |
| 3M | +13.9% | +12.2% | +1.7% | +14.0% |
| 6M | +23.5% | -6.5% | +30.0% | +23.1% |
| YTD | +11.6% | +4.9% | +6.8% | +8.9% |
| 1Y | +21.4% | -10.5% | +31.9% | +21.2% |
| All | +21.4% | -8.9% | +30.2% | +21.2% |
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