+124.0%
JPM vs TLT
-34.3%
+158.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +1.5% | +6.2% | -4.7% | +2.1% |
| 3M | -5.7% | +0.1% | -5.7% | -5.7% |
| 6M | +7.2% | -3.0% | +10.2% | +6.8% |
| YTD | +5.8% | -2.7% | +8.5% | +5.4% |
| 1Y | +8.8% | -4.8% | +13.6% | +8.1% |
| 3Y | +147.4% | +6.9% | +140.5% | +148.9% |
| All | +124.0% | -34.3% | +158.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling