+1,765.1%
JPM vs TCOM
+2,658.7%
-893.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.4% | -7.6% | +7.2% | +1.2% |
| 30D | -1.1% | -12.2% | +11.1% | +1.5% |
| 3M | +14.1% | -14.2% | +28.4% | +17.2% |
| 6M | +23.3% | -25.0% | +48.3% | +30.1% |
| YTD | +11.3% | -43.7% | +54.9% | +23.9% |
| 1Y | +23.0% | -44.5% | +67.5% | +37.2% |
| 3Y | +162.6% | +13.4% | +149.1% | +141.7% |
| 5Y | +152.8% | +26.5% | +126.3% | +112.3% |
| 10Y | +583.6% | -10.3% | +593.9% | +481.6% |
| All | +1,765.1% | +2,658.7% | -893.5% | +689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling