+154.6%
JPM vs TTMI
+798.2%
-643.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.3% | +6.0% | -8.4% | -3.2% |
| 30D | -2.3% | -6.4% | +4.1% | -1.8% |
| 3M | +14.9% | -28.9% | +43.8% | +18.8% |
| 6M | +23.6% | +26.9% | -3.2% | +14.7% |
| YTD | +11.3% | +77.3% | -66.0% | -4.1% |
| 1Y | +19.9% | +147.5% | -127.6% | -5.0% |
| 3Y | +162.6% | +847.6% | -685.0% | +50.8% |
| 5Y | +154.6% | +802.2% | -647.6% | +42.8% |
| All | +154.6% | +798.2% | -643.6% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling