+585.7%
JPM vs TTMI
+1,087.8%
-502.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.3% | +6.0% | -8.4% | -3.7% |
| 30D | -2.3% | -6.4% | +4.1% | -1.6% |
| 3M | +14.9% | -28.9% | +43.8% | +20.7% |
| 6M | +23.6% | +26.9% | -3.2% | +11.2% |
| YTD | +11.3% | +77.3% | -66.0% | -9.8% |
| 1Y | +19.9% | +147.5% | -127.6% | -12.9% |
| 3Y | +162.6% | +847.6% | -685.0% | +24.7% |
| 5Y | +154.6% | +802.2% | -647.6% | +16.9% |
| All | +585.7% | +1,087.8% | -502.1% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling