+154.6%
JPM vs TEL
+50.4%
+104.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -2.3% | -0.1% | -1.4% |
| 30D | -2.3% | -6.1% | +3.7% | +0.1% |
| 3M | +14.9% | +1.7% | +13.2% | +13.2% |
| 6M | +23.6% | +1.6% | +22.0% | +20.7% |
| YTD | +11.3% | -9.1% | +20.4% | +13.4% |
| 1Y | +19.9% | -1.7% | +21.6% | +16.8% |
| 3Y | +162.6% | +67.3% | +95.3% | +91.1% |
| 5Y | +154.6% | +52.1% | +102.5% | +85.6% |
| All | +154.6% | +50.4% | +104.2% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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