+147.4%
JPM vs TSLL
-21.0%
+168.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.5% | -1.4% |
| 7D | -0.8% | -21.2% | +20.5% | +0.6% |
| 30D | +1.5% | -13.3% | +14.8% | +2.1% |
| 3M | -5.7% | +15.4% | -21.0% | -7.2% |
| 6M | +7.2% | -34.2% | +41.5% | +8.1% |
| YTD | +5.8% | -52.9% | +58.7% | +8.6% |
| 1Y | +8.8% | -54.3% | +63.1% | +11.5% |
| 3Y | +147.4% | -18.4% | +165.8% | +130.4% |
| All | +147.4% | -21.0% | +168.4% | +130.4% |
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