+211.3%
JPM vs TE
-52.9%
+264.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.5% | -5.9% | +3.5% | -2.3% |
| 3M | +14.1% | -45.6% | +59.7% | +16.9% |
| 6M | +25.1% | -43.4% | +68.5% | +26.1% |
| YTD | +12.1% | -31.0% | +43.1% | +10.8% |
| 1Y | +18.8% | +145.2% | -126.4% | +5.6% |
| 3Y | +163.4% | -24.1% | +187.5% | +136.4% |
| 5Y | +156.5% | -48.1% | +204.7% | +130.0% |
| All | +211.3% | -52.9% | +264.2% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling