+10.0%
JPM vs TSLL
-47.2%
+57.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +1.2% | -11.0% | +12.2% | +1.5% |
| 30D | +2.7% | -5.3% | +8.0% | +2.8% |
| 3M | -4.5% | +20.8% | -25.3% | -5.4% |
| 6M | +14.3% | -36.0% | +50.3% | +15.2% |
| YTD | +8.2% | -47.3% | +55.5% | +10.1% |
| 1Y | +10.0% | -48.4% | +58.5% | +11.3% |
| All | +10.0% | -47.2% | +57.2% | +11.3% |
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