+161.4%
JPM vs TCOM
+7.1%
+154.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.3% | -6.5% | +4.2% | -1.8% |
| 30D | -2.3% | -16.2% | +13.9% | -0.8% |
| 3M | +14.9% | -19.3% | +34.2% | +16.9% |
| 6M | +23.6% | -27.2% | +50.9% | +27.1% |
| YTD | +11.3% | -46.2% | +57.5% | +17.5% |
| 1Y | +19.9% | -46.6% | +66.5% | +26.6% |
| All | +161.4% | +7.1% | +154.3% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling