+16.1%
JPM vs TTMI
+9.6%
+6.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.1% | +14.3% | +4.5% |
| 7D | +3.8% | -19.2% | +23.0% | +4.4% |
| 30D | +6.5% | -44.9% | +51.3% | +8.6% |
| 3M | -1.0% | -44.7% | +43.7% | +0.8% |
| 6M | +15.5% | -53.4% | +68.9% | +17.6% |
| YTD | +11.4% | +6.3% | +5.0% | +8.2% |
| 1Y | +16.1% | +10.7% | +5.4% | +11.4% |
| All | +16.1% | +9.6% | +6.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling