+604.0%
JPM vs TRU
+238.0%
+366.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +1.1% |
| 7D | +0.3% | -6.8% | +7.0% | +2.6% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +15.9% | +13.3% | +2.6% | +9.8% |
| 6M | +20.9% | +3.4% | +17.5% | +17.6% |
| YTD | +12.9% | -6.4% | +19.3% | +12.9% |
| 1Y | +20.3% | -9.7% | +30.0% | +20.9% |
| 3Y | +160.9% | +0.1% | +160.8% | +138.6% |
| 5Y | +154.8% | -34.0% | +188.9% | +173.9% |
| 10Y | +591.1% | +147.9% | +443.2% | +340.7% |
| All | +604.0% | +238.0% | +366.0% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling