+312.7%
JPM vs TW
+221.1%
+91.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | -0.2% | +3.9% | -4.1% | -1.1% |
| 3M | +15.9% | +5.7% | +10.2% | +13.7% |
| 6M | +20.9% | -14.5% | +35.5% | +24.8% |
| YTD | +12.9% | -0.9% | +13.7% | +11.8% |
| 1Y | +20.3% | -13.5% | +33.8% | +23.4% |
| 3Y | +160.9% | +25.0% | +136.0% | +139.6% |
| 5Y | +154.8% | +22.7% | +132.1% | +129.7% |
| All | +312.7% | +221.1% | +91.6% | +187.5% |
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