+20.3%
JPM vs TE
+132.3%
-112.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.0% |
| 7D | +0.3% | -4.0% | +4.3% | +0.3% |
| 30D | -0.2% | -15.9% | +15.7% | 0.0% |
| 3M | +15.9% | -60.5% | +76.4% | +16.9% |
| 6M | +20.9% | -35.2% | +56.2% | +20.9% |
| YTD | +12.9% | -31.1% | +44.0% | +12.7% |
| 1Y | +20.3% | +148.6% | -128.3% | +22.8% |
| All | +20.3% | +132.3% | -112.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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