+11,186.3%
JPM vs T
+1,918.9%
+9,267.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +1.0% |
| 30D | -0.2% | +11.4% | -11.5% | -5.8% |
| 3M | +15.9% | +14.3% | +1.6% | +7.2% |
| 6M | +20.9% | -9.3% | +30.2% | +25.6% |
| YTD | +12.9% | +7.1% | +5.8% | +6.6% |
| 1Y | +20.3% | -9.1% | +29.4% | +23.6% |
| 3Y | +160.9% | +105.3% | +55.6% | +66.4% |
| 5Y | +154.8% | +66.8% | +88.0% | +75.7% |
| 10Y | +591.1% | +66.8% | +524.3% | +372.9% |
| All | +11,186.3% | +1,918.9% | +9,267.4% | +2,036.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling