+21.4%
JPM vs TER
+223.1%
-201.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.1% |
| 7D | -0.4% | +12.4% | -12.8% | -1.3% |
| 30D | -1.4% | +5.1% | -6.5% | -2.0% |
| 3M | +13.9% | +4.0% | +10.0% | +11.9% |
| 6M | +23.5% | +29.5% | -6.0% | +16.6% |
| YTD | +11.6% | +98.5% | -86.8% | +0.6% |
| 1Y | +21.4% | +234.1% | -212.7% | +9.2% |
| All | +21.4% | +223.1% | -201.7% | +9.2% |
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