+1,481.9%
JPM vs TTMI
+522.4%
+959.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.1% |
| 7D | -0.4% | +12.2% | -12.6% | -3.1% |
| 30D | -1.1% | -5.7% | +4.6% | -0.5% |
| 3M | +14.1% | -27.5% | +41.6% | +19.7% |
| 6M | +23.3% | +47.1% | -23.8% | +7.5% |
| YTD | +11.3% | +87.5% | -76.2% | -10.0% |
| 1Y | +23.0% | +175.2% | -152.2% | -10.8% |
| 3Y | +162.6% | +901.9% | -739.4% | +34.8% |
| 5Y | +152.8% | +843.5% | -690.7% | +27.4% |
| 10Y | +583.6% | +1,077.0% | -493.3% | +210.0% |
| All | +1,481.9% | +522.4% | +959.5% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling