+163.2%
JPM vs TLN
+683.0%
-519.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -5.0% | +1.5% |
| 7D | +0.4% | +9.1% | -8.6% | -0.6% |
| 30D | +2.7% | -4.1% | +6.8% | +3.0% |
| 3M | -3.8% | +4.4% | -8.3% | -4.8% |
| 6M | +14.3% | -6.0% | +20.3% | +13.9% |
| YTD | +8.2% | -3.1% | +11.3% | +6.8% |
| 1Y | +11.0% | -6.1% | +17.0% | +9.7% |
| 3Y | +152.7% | +575.3% | -422.7% | +103.4% |
| All | +163.2% | +683.0% | -519.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling