+600.8%
JPM vs TEAM
+625.9%
-25.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -2.5% | -19.7% | +17.2% | -0.8% |
| 30D | +2.7% | -26.6% | +29.3% | +5.1% |
| 3M | -4.7% | -1.1% | -3.6% | -5.0% |
| 6M | +15.6% | +74.6% | -59.0% | +8.4% |
| YTD | +8.6% | -6.0% | +14.6% | +7.1% |
| 1Y | +10.9% | -3.2% | +14.1% | +8.9% |
| 3Y | +149.9% | -13.5% | +163.4% | +144.0% |
| 5Y | +131.9% | -65.5% | +197.4% | +136.4% |
| 10Y | +481.0% | +454.5% | +26.5% | +343.6% |
| All | +600.8% | +625.9% | -25.1% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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