+590.9%
JPM vs TDY
+479.2%
+111.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | -0.7% | -1.1% | +0.5% | -0.1% |
| 30D | -2.5% | -12.0% | +9.6% | +4.5% |
| 3M | +14.1% | -3.2% | +17.3% | +15.7% |
| 6M | +25.1% | -7.9% | +33.0% | +29.9% |
| YTD | +12.1% | +18.2% | -6.1% | +0.6% |
| 1Y | +18.8% | +6.7% | +12.2% | +12.6% |
| 3Y | +163.4% | +47.5% | +115.9% | +104.5% |
| 5Y | +156.5% | +39.5% | +117.0% | +101.2% |
| All | +590.9% | +479.2% | +111.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling