+590.9%
JPM vs TRGP
+863.3%
-272.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -2.5% | +8.0% | -10.5% | -4.7% |
| 3M | +14.1% | +8.3% | +5.9% | +11.1% |
| 6M | +25.1% | +23.9% | +1.2% | +16.8% |
| YTD | +12.1% | +59.6% | -47.5% | -2.7% |
| 1Y | +18.8% | +79.4% | -60.6% | -0.7% |
| 3Y | +163.4% | +269.4% | -106.0% | +77.8% |
| 5Y | +156.5% | +641.6% | -485.1% | +40.3% |
| All | +590.9% | +863.3% | -272.4% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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