+260.7%
JPM vs TSLQ
-97.2%
+357.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.1% |
| 7D | -2.3% | +5.7% | -8.0% | -1.9% |
| 30D | -2.3% | -21.1% | +18.7% | -3.8% |
| 3M | +14.9% | -11.5% | +26.4% | +15.1% |
| 6M | +23.6% | -14.9% | +38.5% | +24.4% |
| YTD | +11.3% | +2.4% | +8.9% | +14.2% |
| 1Y | +19.9% | -49.8% | +69.7% | +17.1% |
| 3Y | +162.6% | -95.8% | +258.4% | +135.4% |
| All | +260.7% | -97.2% | +357.9% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling