+10,718.8%
JPM vs TT
+15,147.4%
-4,428.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | -0.1% |
| 7D | +0.4% | +1.7% | -1.3% | -0.5% |
| 30D | +2.7% | -11.8% | +14.6% | +9.0% |
| 3M | -3.8% | -12.6% | +8.8% | +2.2% |
| 6M | +14.3% | -9.4% | +23.7% | +18.5% |
| YTD | +8.2% | +8.8% | -0.6% | +1.4% |
| 1Y | +11.0% | -2.5% | +13.5% | +9.8% |
| 3Y | +152.7% | +95.7% | +57.0% | +69.8% |
| 5Y | +130.8% | +135.7% | -4.9% | +37.2% |
| 10Y | +506.0% | +750.6% | -244.6% | +83.8% |
| All | +10,718.8% | +15,147.4% | -4,428.6% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling