+1,265.7%
JPM vs TRGP
+2,265.4%
-999.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -1.1% | +14.6% | -15.7% | -4.6% |
| 3M | +14.1% | +11.9% | +2.2% | +10.4% |
| 6M | +23.3% | +25.3% | -2.0% | +15.5% |
| YTD | +11.3% | +61.9% | -50.6% | -2.6% |
| 1Y | +23.0% | +87.3% | -64.3% | +3.3% |
| 3Y | +162.6% | +268.0% | -105.4% | +84.1% |
| 5Y | +152.8% | +638.2% | -485.5% | +46.5% |
| 10Y | +583.6% | +821.9% | -238.3% | +217.6% |
| All | +1,265.7% | +2,265.4% | -999.7% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling