+1,352.8%
JPM vs TDG
+12,853.5%
-11,500.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.3% | -2.7% | +0.3% | -1.0% |
| 30D | -2.3% | -9.3% | +6.9% | +2.5% |
| 3M | +14.9% | -7.1% | +21.9% | +18.6% |
| 6M | +23.6% | -11.2% | +34.8% | +29.7% |
| YTD | +11.3% | -15.3% | +26.5% | +18.9% |
| 1Y | +19.9% | -12.5% | +32.4% | +25.4% |
| 3Y | +162.6% | +51.2% | +111.4% | +101.1% |
| 5Y | +154.6% | +126.1% | +28.5% | +53.6% |
| 10Y | +589.9% | +536.2% | +53.7% | +110.0% |
| All | +1,352.8% | +12,853.5% | -11,500.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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