+8.8%
JPM vs TSLL
-57.5%
+66.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.5% | -1.2% |
| 7D | -0.8% | -21.2% | +20.5% | 0.0% |
| 30D | +1.5% | -13.3% | +14.8% | +1.9% |
| 3M | -5.7% | +15.4% | -21.0% | -6.4% |
| 6M | +7.2% | -34.2% | +41.5% | +7.5% |
| YTD | +5.8% | -52.9% | +58.7% | +8.1% |
| 1Y | +8.8% | -54.3% | +63.1% | +10.6% |
| All | +8.8% | -57.5% | +66.3% | +10.6% |
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