+149.0%
JPM vs TSLL
-2.4%
+151.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +1.2% | -11.0% | +12.2% | +1.8% |
| 30D | +2.7% | -5.3% | +8.0% | +2.7% |
| 3M | -4.5% | +20.8% | -25.3% | -6.3% |
| 6M | +14.3% | -36.0% | +50.3% | +15.6% |
| YTD | +8.2% | -47.3% | +55.5% | +10.2% |
| 1Y | +10.0% | -48.4% | +58.5% | +11.9% |
| 3Y | +149.0% | -5.4% | +154.4% | +130.9% |
| All | +149.0% | -2.4% | +151.3% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling