+10,718.8%
JPM vs T
+1,633.2%
+9,085.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +0.4% | +1.7% | -1.2% | -0.4% |
| 30D | +2.7% | -1.7% | +4.4% | +3.2% |
| 3M | -3.8% | -7.3% | +3.5% | -1.0% |
| 6M | +14.3% | -11.2% | +25.5% | +19.3% |
| YTD | +8.2% | -8.1% | +16.3% | +9.6% |
| 1Y | +11.0% | -8.0% | +19.0% | +12.3% |
| 3Y | +152.7% | +62.1% | +90.5% | +81.9% |
| 5Y | +130.8% | +55.7% | +75.1% | +62.7% |
| 10Y | +506.0% | +54.1% | +451.9% | +327.9% |
| All | +10,718.8% | +1,633.2% | +9,085.6% | +2,096.8% |
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 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