+154.6%
JPM vs TW
+19.6%
+135.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -1.8% |
| 30D | -2.3% | -1.7% | -0.6% | -2.0% |
| 3M | +14.9% | +1.6% | +13.3% | +14.0% |
| 6M | +23.6% | -17.7% | +41.3% | +28.3% |
| YTD | +11.3% | -4.3% | +15.6% | +11.2% |
| 1Y | +19.9% | -13.1% | +33.0% | +22.6% |
| 3Y | +162.6% | +20.3% | +142.3% | +145.6% |
| 5Y | +154.6% | +22.0% | +132.7% | +119.0% |
| All | +154.6% | +19.6% | +135.0% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling