+18.8%
JPM vs TEM
-25.7%
+44.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | -8.7% | +8.0% | -0.4% |
| 30D | -2.5% | +8.1% | -10.5% | -3.0% |
| 3M | +14.1% | +19.0% | -4.9% | +12.6% |
| 6M | +25.1% | +12.0% | +13.1% | +23.1% |
| YTD | +12.1% | -0.1% | +12.2% | +11.4% |
| 1Y | +18.8% | -33.5% | +52.3% | +20.2% |
| All | +18.8% | -25.7% | +44.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling