+152.5%
JPM vs TRV
+162.8%
-10.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -1.5% |
| 30D | -2.5% | +1.7% | -4.2% | -3.2% |
| 3M | +14.1% | +23.9% | -9.7% | +2.6% |
| 6M | +25.1% | +26.3% | -1.2% | +11.2% |
| YTD | +12.1% | +30.8% | -18.7% | -2.1% |
| 1Y | +18.8% | +36.3% | -17.5% | +1.4% |
| 3Y | +163.4% | +145.0% | +18.4% | +59.4% |
| All | +152.5% | +162.8% | -10.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling