+2,014.1%
JPM vs TRI
+499.2%
+1,514.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -2.3% | -14.4% | +12.0% | +6.8% |
| 30D | -2.3% | -8.1% | +5.8% | +1.7% |
| 3M | +14.9% | +17.5% | -2.7% | -0.2% |
| 6M | +23.6% | -5.0% | +28.6% | +19.2% |
| YTD | +11.3% | -24.7% | +36.0% | +21.0% |
| 1Y | +19.9% | -41.5% | +61.4% | +53.7% |
| 3Y | +162.6% | -20.3% | +182.9% | +157.7% |
| 5Y | +154.6% | -10.9% | +165.6% | +123.6% |
| 10Y | +589.9% | +190.6% | +399.3% | +129.1% |
| All | +2,014.1% | +499.2% | +1,514.9% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling