+20.3%
JPM vs TER
+203.7%
-183.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.4% | -1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -0.2% | -8.3% | +8.1% | +0.3% |
| 3M | +15.9% | -12.2% | +28.1% | +15.5% |
| 6M | +20.9% | +17.0% | +3.9% | +15.2% |
| YTD | +12.9% | +84.6% | -71.7% | +2.6% |
| 1Y | +20.3% | +199.8% | -179.5% | +10.2% |
| All | +20.3% | +203.7% | -183.4% | +10.2% |
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