+161.4%
JPM vs TRU
-2.2%
+163.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-10 to 2026-09-10.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.3% | -9.4% | +7.0% | -0.5% |
| 30D | -2.3% | -4.1% | +1.8% | -1.7% |
| 3M | +14.9% | +13.6% | +1.3% | +11.4% |
| 6M | +23.6% | +3.6% | +20.1% | +21.7% |
| YTD | +11.3% | -9.8% | +21.1% | +12.3% |
| 1Y | +19.9% | -13.6% | +33.5% | +21.7% |
| All | +161.4% | -2.2% | +163.7% | +168.7% |
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 2023-09-10 to 2026-09-10: 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…
2023-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling