+592.1%
JPM vs TLT
-20.1%
+612.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | 0.0% |
| 7D | -0.4% | -0.3% | -0.2% | -0.6% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +13.9% | -2.9% | +16.8% | +12.2% |
| 6M | +23.5% | -6.3% | +29.8% | +19.1% |
| YTD | +11.6% | -3.3% | +15.0% | +9.6% |
| 1Y | +21.4% | -4.2% | +25.6% | +18.6% |
| 3Y | +163.4% | -1.7% | +165.1% | +162.4% |
| 5Y | +152.5% | -34.9% | +187.4% | +74.7% |
| 10Y | +592.1% | -19.8% | +611.9% | +545.1% |
| All | +592.1% | -20.1% | +612.3% | +545.1% |
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