+155.3%
JPM vs TT
+140.2%
+15.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.2% | -7.2% | +7.0% | +2.6% |
| 3M | +15.9% | -3.0% | +18.9% | +16.7% |
| 6M | +20.9% | +1.4% | +19.6% | +19.3% |
| YTD | +12.9% | +15.9% | -3.0% | +5.3% |
| 1Y | +20.3% | +9.4% | +10.9% | +14.5% |
| 3Y | +160.9% | +124.4% | +36.6% | +77.2% |
| All | +155.3% | +140.2% | +15.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling