+154.6%
JPM vs TRGP
+627.0%
-472.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.3% | -0.6% | -1.8% | -2.2% |
| 30D | -2.3% | +10.0% | -12.3% | -5.2% |
| 3M | +14.9% | +7.6% | +7.3% | +11.8% |
| 6M | +23.6% | +26.8% | -3.2% | +13.7% |
| YTD | +11.3% | +60.6% | -49.3% | -5.5% |
| 1Y | +19.9% | +82.5% | -62.6% | -3.1% |
| 3Y | +162.6% | +265.0% | -102.4% | +67.1% |
| 5Y | +154.6% | +645.9% | -491.3% | +17.5% |
| All | +154.6% | +627.0% | -472.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling