+91.8%
JPM vs TEM
+53.2%
+38.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.7% |
| 7D | -0.4% | -1.1% | +0.6% | -0.4% |
| 30D | -1.4% | +11.3% | -12.7% | -2.7% |
| 3M | +13.9% | +25.5% | -11.6% | +10.9% |
| 6M | +23.5% | +17.1% | +6.4% | +20.3% |
| YTD | +11.6% | +3.8% | +7.9% | +9.6% |
| 1Y | +21.4% | -24.4% | +45.7% | +21.9% |
| All | +91.8% | +53.2% | +38.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling