+1,244.1%
JPM vs TRGP
+2,299.4%
-1,055.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +3.5% | +12.4% | -8.9% | +0.5% |
| 30D | +3.3% | +2.6% | +0.6% | +2.3% |
| 3M | -4.2% | +11.9% | -16.0% | -7.3% |
| 6M | +16.4% | +13.9% | +2.5% | +11.7% |
| YTD | +9.5% | +64.2% | -54.7% | -4.8% |
| 1Y | +14.0% | +78.5% | -64.5% | -3.0% |
| 3Y | +153.1% | +272.9% | -119.8% | +76.5% |
| 5Y | +134.9% | +510.7% | -375.8% | +42.3% |
| 10Y | +485.7% | +821.0% | -335.2% | +171.6% |
| All | +1,244.1% | +2,299.4% | -1,055.3% | +230.6% |
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