+11,186.3%
JPM vs TAP
+825.0%
+10,361.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.9% |
| 30D | -0.2% | -2.1% | +2.0% | +0.3% |
| 3M | +15.9% | +6.6% | +9.3% | +13.5% |
| 6M | +20.9% | -11.5% | +32.4% | +23.9% |
| YTD | +12.9% | -10.3% | +23.1% | +14.8% |
| 1Y | +20.3% | -14.4% | +34.7% | +23.4% |
| 3Y | +160.9% | -28.3% | +189.2% | +177.0% |
| 5Y | +154.8% | +1.7% | +153.1% | +143.7% |
| 10Y | +591.1% | -49.2% | +640.3% | +654.3% |
| All | +11,186.3% | +825.0% | +10,361.2% | +6,978.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling