+18.8%
JPM vs TD
+60.9%
-42.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -0.7% | -0.5% | -0.1% | -0.3% |
| 30D | -2.5% | -1.9% | -0.6% | -1.3% |
| 3M | +14.1% | +4.8% | +9.4% | +10.2% |
| 6M | +25.1% | +28.0% | -2.9% | +4.6% |
| YTD | +12.1% | +30.3% | -18.2% | -7.2% |
| 1Y | +18.8% | +59.8% | -41.0% | -10.5% |
| All | +18.8% | +60.9% | -42.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling