+166.6%
JPM vs T
+106.0%
+60.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -0.2% | +11.4% | -11.5% | -1.5% |
| 3M | +15.9% | +14.3% | +1.6% | +13.9% |
| 6M | +20.9% | -9.3% | +30.2% | +22.7% |
| YTD | +12.9% | +7.1% | +5.8% | +10.9% |
| 1Y | +20.3% | -9.1% | +29.4% | +21.9% |
| All | +166.6% | +106.0% | +60.5% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling