+16.1%
JPM vs TSLL
-48.4%
+64.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +4.4% |
| 7D | +3.8% | -9.4% | +13.2% | +4.1% |
| 30D | +6.5% | +1.6% | +4.9% | +6.3% |
| 3M | -1.0% | +29.4% | -30.4% | -2.2% |
| 6M | +15.5% | -20.1% | +35.7% | +15.0% |
| YTD | +11.4% | -44.5% | +55.9% | +13.1% |
| 1Y | +16.1% | -46.0% | +62.1% | +17.3% |
| All | +16.1% | -48.4% | +64.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling