+16.1%
JPM vs TER
+42.7%
-26.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.8% | +11.0% | +4.6% |
| 7D | +3.8% | -19.9% | +23.6% | +5.3% |
| 30D | +6.5% | -43.5% | +50.0% | +10.8% |
| 3M | -1.0% | -37.8% | +36.8% | +1.9% |
| 6M | +15.5% | -25.6% | +41.1% | +14.0% |
| YTD | +11.4% | +29.8% | -18.4% | -4.1% |
| 1Y | +16.1% | +43.2% | -27.1% | -2.5% |
| All | +16.1% | +42.7% | -26.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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