+229.5%
JPM vs TSLL
-51.1%
+280.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | 0.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +2.7% | +2.7% | +0.1% | +2.2% |
| 3M | -4.7% | +26.3% | -30.9% | -6.9% |
| 6M | +15.6% | -37.2% | +52.7% | +17.2% |
| YTD | +8.6% | -44.2% | +52.9% | +10.3% |
| 1Y | +10.9% | -44.0% | +54.9% | +12.2% |
| 3Y | +149.9% | 0.0% | +149.9% | +120.7% |
| All | +229.5% | -51.1% | +280.7% | +222.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling