+593.9%
JPM vs TRU
+228.6%
+365.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +2.1% |
| 30D | -1.1% | -2.8% | +1.7% | -0.4% |
| 3M | +14.1% | +13.0% | +1.1% | +8.2% |
| 6M | +23.3% | +0.7% | +22.6% | +21.0% |
| YTD | +11.3% | -9.0% | +20.3% | +12.3% |
| 1Y | +23.0% | -16.3% | +39.3% | +27.2% |
| 3Y | +162.6% | -1.1% | +163.6% | +140.7% |
| 5Y | +152.8% | -36.0% | +188.8% | +174.6% |
| 10Y | +583.6% | +139.9% | +443.8% | +340.9% |
| All | +593.9% | +228.6% | +365.4% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling