+15.1%
JPM vs TT
-9.7%
+24.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +2.7% | -11.8% | +14.6% | +4.7% |
| 3M | -3.8% | -12.6% | +8.8% | -2.0% |
| All | +15.1% | -9.7% | +24.8% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling