+590.9%
JPM vs TRU
+147.2%
+443.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.7% | -2.7% | +2.1% | +0.3% |
| 30D | -2.5% | -2.0% | -0.4% | -2.0% |
| 3M | +14.1% | +18.4% | -4.3% | +6.5% |
| 6M | +25.1% | +8.9% | +16.2% | +19.5% |
| YTD | +12.1% | -8.9% | +21.1% | +13.2% |
| 1Y | +18.8% | -15.9% | +34.7% | +22.7% |
| 3Y | +163.4% | -1.1% | +164.5% | +141.8% |
| 5Y | +156.5% | -35.2% | +191.7% | +180.1% |
| All | +590.9% | +147.2% | +443.7% | +411.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling