+592.1%
JPM vs TAP
-51.4%
+643.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -0.4% | -5.1% | +4.7% | +1.5% |
| 30D | -1.4% | -8.4% | +7.0% | +1.6% |
| 3M | +13.9% | -3.9% | +17.9% | +14.8% |
| 6M | +23.5% | -14.4% | +37.9% | +29.5% |
| YTD | +11.6% | -14.7% | +26.4% | +16.4% |
| 1Y | +21.4% | -18.7% | +40.0% | +28.3% |
| 3Y | +163.4% | -32.6% | +196.1% | +194.4% |
| 5Y | +152.5% | -1.4% | +153.9% | +129.2% |
| 10Y | +592.1% | -50.4% | +642.5% | +513.4% |
| All | +592.1% | -51.4% | +643.5% | +513.4% |
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