+154.6%
JPM vs TE
-49.6%
+204.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +14.9% | -40.8% | +55.6% | +17.1% |
| 6M | +23.6% | -42.6% | +66.2% | +24.6% |
| YTD | +11.3% | -31.4% | +42.7% | +10.0% |
| 1Y | +19.9% | +144.9% | -125.0% | +6.3% |
| 3Y | +162.6% | -26.0% | +188.6% | +137.0% |
| 5Y | +154.6% | -48.5% | +203.1% | +125.6% |
| All | +154.6% | -49.6% | +204.2% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling