+92.6%
JPM vs TEM
+47.5%
+45.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | -8.7% | +8.0% | 0.0% |
| 30D | -2.5% | +8.1% | -10.5% | -3.5% |
| 3M | +14.1% | +19.0% | -4.9% | +11.6% |
| 6M | +25.1% | +12.0% | +13.1% | +22.2% |
| YTD | +12.1% | -0.1% | +12.2% | +10.4% |
| 1Y | +18.8% | -33.5% | +52.3% | +20.7% |
| All | +92.6% | +47.5% | +45.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling