+210.0%
JPM vs TE
-49.8%
+259.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | -0.4% | +15.0% | -15.4% | -1.2% |
| 30D | -1.4% | -7.5% | +6.1% | -1.2% |
| 3M | +13.9% | -42.0% | +55.9% | +16.3% |
| 6M | +23.5% | -31.4% | +55.0% | +23.1% |
| YTD | +11.6% | -26.5% | +38.1% | +10.0% |
| 1Y | +21.4% | +153.1% | -131.7% | +7.7% |
| 3Y | +163.4% | -20.7% | +184.1% | +136.1% |
| 5Y | +152.5% | -45.4% | +198.0% | +125.8% |
| All | +210.0% | -49.8% | +259.8% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling