+161.4%
JPM vs TE
-27.3%
+188.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | 0.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.4% |
| 30D | -2.3% | -16.3% | +13.9% | -1.7% |
| 3M | +14.9% | -40.8% | +55.6% | +16.6% |
| 6M | +23.6% | -42.6% | +66.2% | +24.4% |
| YTD | +11.3% | -31.4% | +42.7% | +10.3% |
| 1Y | +19.9% | +144.9% | -125.0% | +8.7% |
| All | +161.4% | -27.3% | +188.7% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling