+11,024.8%
JPM vs TRV
+6,550.0%
+4,474.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -1.1% | -4.9% | +3.7% | +2.1% |
| 3M | +14.1% | +23.7% | -9.6% | -1.9% |
| 6M | +23.3% | +20.3% | +3.0% | +7.7% |
| YTD | +11.3% | +27.1% | -15.8% | -6.4% |
| 1Y | +23.0% | +35.3% | -12.3% | -1.2% |
| 3Y | +162.6% | +139.8% | +22.7% | +39.0% |
| 5Y | +152.8% | +153.9% | -1.1% | +26.7% |
| 10Y | +583.6% | +285.9% | +297.8% | +151.7% |
| All | +11,024.8% | +6,550.0% | +4,474.8% | +682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling