+152.5%
JPM vs TRMB
-39.0%
+191.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.2% |
| 7D | -0.4% | -2.9% | +2.5% | +0.6% |
| 30D | -1.4% | -1.8% | +0.4% | -1.0% |
| 3M | +13.9% | +8.4% | +5.5% | +9.9% |
| 6M | +23.5% | -18.5% | +42.1% | +31.9% |
| YTD | +11.6% | -26.7% | +38.4% | +23.7% |
| 1Y | +21.4% | -28.3% | +49.7% | +35.1% |
| 3Y | +163.4% | +12.6% | +150.8% | +146.1% |
| 5Y | +152.5% | -38.7% | +191.2% | +170.4% |
| All | +152.5% | -39.0% | +191.5% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling