+260.6%
JPM vs TSLQ
-97.3%
+357.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.5% | -2.0% |
| 7D | -0.4% | -8.6% | +8.2% | -1.0% |
| 30D | -1.1% | -24.9% | +23.8% | -3.0% |
| 3M | +14.1% | -1.5% | +15.7% | +15.4% |
| 6M | +23.3% | -18.1% | +41.4% | +23.7% |
| YTD | +11.3% | -0.1% | +11.4% | +14.0% |
| 1Y | +23.0% | -51.4% | +74.4% | +19.9% |
| 3Y | +162.6% | -95.9% | +258.5% | +134.9% |
| All | +260.6% | -97.3% | +357.9% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling