+592.1%
JPM vs TT
+906.5%
-314.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | -1.4% | -6.7% | +5.2% | +2.1% |
| 3M | +13.9% | -5.4% | +19.4% | +16.5% |
| 6M | +23.5% | +4.4% | +19.2% | +19.2% |
| YTD | +11.6% | +14.9% | -3.3% | +1.8% |
| 1Y | +21.4% | +9.3% | +12.1% | +13.2% |
| 3Y | +163.4% | +121.7% | +41.7% | +56.2% |
| 5Y | +152.5% | +148.2% | +4.4% | +35.9% |
| 10Y | +592.1% | +957.3% | -365.1% | +73.6% |
| All | +592.1% | +906.5% | -314.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling