+310.0%
JPM vs TW
+206.7%
+103.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.7% | -4.5% | +3.8% | +0.4% |
| 30D | -2.5% | -2.3% | -0.2% | -2.0% |
| 3M | +14.1% | +2.6% | +11.5% | +12.8% |
| 6M | +25.1% | -17.5% | +42.6% | +30.1% |
| YTD | +12.1% | -5.3% | +17.4% | +12.3% |
| 1Y | +18.8% | -14.8% | +33.6% | +22.1% |
| 3Y | +163.4% | +18.8% | +144.6% | +144.8% |
| 5Y | +156.5% | +20.7% | +135.8% | +131.8% |
| All | +310.0% | +206.7% | +103.3% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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