+590.9%
JPM vs TCOM
-9.8%
+600.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | +0.2% |
| 30D | -2.5% | -14.4% | +11.9% | +0.3% |
| 3M | +14.1% | -17.7% | +31.8% | +17.8% |
| 6M | +25.1% | -25.1% | +50.2% | +31.3% |
| YTD | +12.1% | -45.7% | +57.9% | +24.5% |
| 1Y | +18.8% | -47.9% | +66.7% | +32.8% |
| 3Y | +163.4% | +8.9% | +154.5% | +144.2% |
| 5Y | +156.5% | +26.9% | +129.7% | +116.7% |
| All | +590.9% | -9.8% | +600.7% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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