+465.0%
JPM vs TLT
-12.6%
+477.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.8% |
| 7D | +3.5% | -3.1% | +6.6% | +1.8% |
| 30D | +3.3% | +1.0% | +2.2% | +3.8% |
| 3M | -4.2% | -2.7% | -1.5% | -5.6% |
| 6M | +16.4% | -4.1% | +20.5% | +13.8% |
| YTD | +9.5% | -5.4% | +14.9% | +6.3% |
| 1Y | +14.0% | -7.0% | +21.0% | +9.6% |
| 3Y | +153.1% | +2.8% | +150.2% | +160.7% |
| 5Y | +134.9% | -35.4% | +170.2% | +62.8% |
| All | +465.0% | -12.6% | +477.5% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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