+14.0%
JPM vs TSLL
-39.8%
+53.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +3.5% | +17.8% | -14.3% | +2.9% |
| 30D | +3.3% | +8.2% | -5.0% | +2.9% |
| 3M | -4.2% | +20.9% | -25.0% | -5.0% |
| 6M | +16.4% | -37.5% | +53.9% | +17.3% |
| YTD | +9.5% | -44.5% | +54.0% | +10.5% |
| 1Y | +14.0% | -33.0% | +47.0% | +13.3% |
| All | +14.0% | -39.8% | +53.8% | +13.3% |
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