+590.9%
JPM vs TRI
+196.2%
+394.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -0.7% | -7.9% | +7.2% | +1.6% |
| 30D | -2.5% | -4.5% | +2.1% | -1.5% |
| 3M | +14.1% | +22.1% | -8.0% | +5.4% |
| 6M | +25.1% | -2.8% | +27.9% | +23.2% |
| YTD | +12.1% | -23.4% | +35.5% | +20.1% |
| 1Y | +18.8% | -41.5% | +60.3% | +42.5% |
| 3Y | +163.4% | -19.2% | +182.6% | +161.9% |
| 5Y | +156.5% | -9.4% | +165.9% | +135.4% |
| All | +590.9% | +196.2% | +394.6% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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