+242.5%
JPM vs TSLL
-57.4%
+299.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +10.9% | -0.1% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -0.2% | +17.8% | -17.9% | -1.6% |
| 3M | +15.9% | -37.0% | +52.9% | +18.2% |
| 6M | +20.9% | -37.7% | +58.6% | +22.7% |
| YTD | +12.9% | -51.4% | +64.3% | +16.3% |
| 1Y | +20.3% | -23.4% | +43.7% | +18.4% |
| 3Y | +160.9% | -30.8% | +191.7% | +137.3% |
| All | +242.5% | -57.4% | +299.9% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling