+481.0%
JPM vs TLT
-12.5%
+493.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -1.0% | -1.4% | -3.0% |
| 30D | +2.7% | +3.7% | -1.0% | +4.7% |
| 3M | -4.7% | -0.8% | -3.9% | -5.1% |
| 6M | +15.6% | -3.6% | +19.1% | +13.3% |
| YTD | +8.6% | -3.9% | +12.5% | +6.3% |
| 1Y | +10.9% | -6.2% | +17.1% | +7.0% |
| 3Y | +149.9% | +4.2% | +145.8% | +159.1% |
| 5Y | +131.9% | -34.7% | +166.6% | +61.2% |
| 10Y | +481.0% | -11.8% | +492.8% | +473.2% |
| All | +481.0% | -12.5% | +493.5% | +473.2% |
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