+19.9%
JPM vs TRMB
-29.0%
+48.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -5.4% | +3.1% | -1.3% |
| 30D | -2.3% | -2.0% | -0.4% | -2.1% |
| 3M | +14.9% | +12.3% | +2.6% | +11.4% |
| 6M | +23.6% | -17.6% | +41.2% | +29.1% |
| YTD | +11.3% | -27.5% | +38.7% | +19.9% |
| 1Y | +19.9% | -29.1% | +49.0% | +29.7% |
| All | +19.9% | -29.0% | +48.9% | +29.7% |
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