+154.6%
JPM vs TD
+122.4%
+32.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.9% |
| 7D | -2.3% | -2.6% | +0.2% | -0.7% |
| 30D | -2.3% | -1.0% | -1.3% | -1.8% |
| 3M | +14.9% | +5.6% | +9.3% | +10.6% |
| 6M | +23.6% | +27.1% | -3.5% | +5.5% |
| YTD | +11.3% | +29.4% | -18.1% | -6.1% |
| 1Y | +19.9% | +60.7% | -40.8% | -12.2% |
| 3Y | +162.6% | +127.6% | +35.0% | +49.6% |
| 5Y | +154.6% | +125.4% | +29.2% | +38.1% |
| All | +154.6% | +122.4% | +32.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling