+300.4%
JPM vs TW
+301.3%
-1.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | +3.5% | +3.9% | -0.4% | +2.6% |
| 30D | +3.3% | +19.9% | -16.7% | -1.1% |
| 3M | -4.2% | +25.9% | -30.1% | -9.3% |
| 6M | +16.4% | +21.1% | -4.7% | +10.6% |
| YTD | +9.5% | +23.9% | -14.4% | +2.9% |
| 1Y | +14.0% | +21.2% | -7.2% | +7.7% |
| 3Y | +153.1% | +44.8% | +108.3% | +125.1% |
| 5Y | +134.9% | +41.4% | +93.5% | +105.6% |
| All | +300.4% | +301.3% | -1.0% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling