+10,742.2%
JPM vs TECH
+101,626.4%
-90,884.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +3.4% | +0.5% | +2.9% | +3.3% |
| 3M | -5.7% | +1.0% | -6.6% | -5.8% |
| 6M | +13.5% | +54.1% | -40.5% | +4.1% |
| YTD | +8.4% | +24.4% | -15.9% | +2.5% |
| 1Y | +9.1% | +19.3% | -10.2% | +3.8% |
| 3Y | +149.5% | +28.5% | +121.0% | +128.0% |
| 5Y | +132.6% | -41.0% | +173.5% | +141.8% |
| 10Y | +480.0% | +189.3% | +290.7% | +342.9% |
| All | +10,742.2% | +101,626.4% | -90,884.2% | +4,987.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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