+91.1%
JPM vs TEM
+60.7%
+30.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.4% | +3.2% | -3.6% | -0.7% |
| 30D | -1.1% | +23.5% | -24.6% | -3.2% |
| 3M | +14.1% | +32.3% | -18.2% | +10.7% |
| 6M | +23.3% | +23.0% | +0.3% | +19.6% |
| YTD | +11.3% | +8.9% | +2.4% | +8.9% |
| 1Y | +23.0% | -19.9% | +42.9% | +23.0% |
| All | +91.1% | +60.7% | +30.4% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling