+232.2%
JPM vs TSLL
-51.4%
+283.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.2% |
| 7D | +3.5% | +17.8% | -14.3% | +2.3% |
| 30D | +3.3% | +8.2% | -5.0% | +2.3% |
| 3M | -4.2% | +20.9% | -25.0% | -6.2% |
| 6M | +16.4% | -37.5% | +53.9% | +18.1% |
| YTD | +9.5% | -44.5% | +54.0% | +11.2% |
| 1Y | +14.0% | -33.0% | +47.0% | +13.9% |
| 3Y | +153.1% | -6.4% | +159.4% | +124.8% |
| All | +232.2% | -51.4% | +283.6% | +224.7% |
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