+479.1%
JPM vs TAP
-48.8%
+527.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.2% | -4.5% | +5.7% | +2.9% |
| 30D | +2.7% | +7.5% | -4.7% | -0.3% |
| 3M | -4.5% | -4.9% | +0.4% | -3.2% |
| 6M | +14.3% | -3.5% | +17.8% | +14.5% |
| YTD | +8.2% | -11.4% | +19.6% | +10.8% |
| 1Y | +10.0% | -10.8% | +20.8% | +12.2% |
| 3Y | +149.0% | -24.5% | +173.4% | +165.0% |
| 5Y | +131.0% | +2.5% | +128.6% | +105.7% |
| 10Y | +479.1% | -47.6% | +526.7% | +412.4% |
| All | +479.1% | -48.8% | +527.9% | +412.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling