+13,190.8%
JPM vs TRMB
+3,381.2%
+9,809.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | -0.2% | +1.5% | -1.7% | -0.6% |
| 3M | +15.9% | +6.8% | +9.1% | +13.8% |
| 6M | +20.9% | -14.9% | +35.9% | +24.6% |
| YTD | +12.9% | -24.1% | +37.0% | +19.1% |
| 1Y | +20.3% | -25.4% | +45.7% | +27.1% |
| 3Y | +160.9% | +8.0% | +152.9% | +152.4% |
| 5Y | +154.8% | -37.3% | +192.1% | +172.9% |
| 10Y | +591.1% | +116.8% | +474.3% | +462.9% |
| All | +13,190.8% | +3,381.2% | +9,809.6% | +5,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling