+20.3%
JPM vs TSLQ
-50.5%
+70.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -0.5% |
| 7D | +0.3% | -5.8% | +6.1% | +0.2% |
| 30D | -0.2% | -22.1% | +21.9% | -0.9% |
| 3M | +15.9% | +10.1% | +5.8% | +17.1% |
| 6M | +20.9% | -6.8% | +27.7% | +21.6% |
| YTD | +12.9% | +8.5% | +4.3% | +14.7% |
| 1Y | +20.3% | -49.7% | +70.0% | +19.8% |
| All | +20.3% | -50.5% | +70.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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