+20.3%
JPM vs TRMB
-24.7%
+45.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | -0.2% | +1.5% | -1.7% | -0.5% |
| 3M | +15.9% | +6.8% | +9.1% | +14.2% |
| 6M | +20.9% | -14.9% | +35.9% | +25.3% |
| YTD | +12.9% | -24.1% | +37.0% | +19.9% |
| 1Y | +20.3% | -25.4% | +45.7% | +28.2% |
| All | +20.3% | -24.7% | +45.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling