+1,325.1%
JPM vs TDY
+6,954.6%
-5,629.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.9% |
| 7D | -0.4% | -1.8% | +1.4% | +0.3% |
| 30D | -1.4% | -13.8% | +12.4% | +4.1% |
| 3M | +13.9% | -3.9% | +17.8% | +15.4% |
| 6M | +23.5% | -9.0% | +32.5% | +27.4% |
| YTD | +11.6% | +16.5% | -4.9% | +4.6% |
| 1Y | +21.4% | +9.3% | +12.1% | +16.3% |
| 3Y | +163.4% | +45.1% | +118.3% | +125.5% |
| 5Y | +152.5% | +35.0% | +117.5% | +120.1% |
| 10Y | +592.1% | +469.0% | +123.1% | +263.6% |
| All | +1,325.1% | +6,954.6% | -5,629.5% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling