+133.0%
JPM vs TRMB
-35.8%
+168.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.6% | +4.1% | -2.5% | +0.3% |
| 30D | +3.4% | -7.0% | +10.4% | +4.5% |
| 3M | -5.7% | -0.9% | -4.7% | -7.1% |
| 6M | +13.5% | -1.2% | +14.7% | +11.3% |
| YTD | +8.4% | -28.7% | +37.2% | +19.5% |
| 1Y | +9.1% | -32.1% | +41.1% | +22.2% |
| 3Y | +149.5% | +33.4% | +116.1% | +118.1% |
| All | +133.0% | -35.8% | +168.8% | +138.4% |
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