+3,243.2%
JPM vs TD
+7,879.0%
-4,635.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | +0.2% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | -0.2% | +0.4% | -0.6% | -0.6% |
| 3M | +15.9% | +7.6% | +8.2% | +8.8% |
| 6M | +20.9% | +25.0% | -4.0% | +0.3% |
| YTD | +12.9% | +31.0% | -18.1% | -9.9% |
| 1Y | +20.3% | +65.2% | -44.9% | -20.8% |
| 3Y | +160.9% | +122.5% | +38.4% | +31.2% |
| 5Y | +154.8% | +124.8% | +30.0% | +25.4% |
| 10Y | +591.1% | +298.2% | +292.9% | +114.2% |
| All | +3,243.2% | +7,879.0% | -4,635.8% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling