+130.8%
JPM vs TAP
+2.3%
+128.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | +0.4% | -7.8% | +8.3% | +2.0% |
| 30D | +2.7% | +7.1% | -4.4% | +1.3% |
| 3M | -3.8% | -7.0% | +3.2% | -2.7% |
| 6M | +14.3% | -3.8% | +18.1% | +14.6% |
| YTD | +8.2% | -11.7% | +19.9% | +9.8% |
| 1Y | +11.0% | -10.1% | +21.1% | +12.0% |
| 3Y | +152.7% | -23.7% | +176.4% | +162.3% |
| 5Y | +130.8% | +2.9% | +127.9% | +106.8% |
| All | +130.8% | +2.3% | +128.6% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling