+1,046.0%
JPM vs TEL
+708.6%
+337.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.3% |
| 7D | -0.4% | -1.4% | +1.0% | +0.5% |
| 30D | -1.1% | -4.9% | +3.8% | +1.7% |
| 3M | +14.1% | +0.1% | +14.1% | +12.7% |
| 6M | +23.3% | +0.4% | +22.9% | +19.8% |
| YTD | +11.3% | -8.9% | +20.2% | +13.8% |
| 1Y | +23.0% | -0.3% | +23.3% | +17.4% |
| 3Y | +162.6% | +67.6% | +94.9% | +71.0% |
| 5Y | +152.8% | +50.7% | +102.1% | +71.1% |
| 10Y | +583.6% | +288.6% | +295.0% | +126.9% |
| All | +1,046.0% | +708.6% | +337.5% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling