+16.1%
JPM vs TAP
+4.4%
+11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +4.2% |
| 7D | +3.8% | +9.9% | -6.2% | +4.1% |
| 30D | +6.5% | +18.1% | -11.7% | +7.1% |
| 3M | -1.0% | +3.2% | -4.2% | -1.1% |
| 6M | +15.5% | +8.4% | +7.1% | +16.0% |
| YTD | +11.4% | -4.4% | +15.8% | +9.7% |
| 1Y | +16.1% | +3.2% | +12.8% | +15.0% |
| All | +16.1% | +4.4% | +11.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling