+124.0%
JPM vs TER
+53.6%
+70.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -0.8% | -20.5% | +19.7% | +2.4% |
| 30D | +1.5% | -47.0% | +48.5% | +11.0% |
| 3M | -5.7% | -43.3% | +37.6% | +1.4% |
| 6M | +7.2% | -42.9% | +50.1% | +12.5% |
| YTD | +5.8% | +12.9% | -7.1% | -4.8% |
| 1Y | +8.8% | +18.2% | -9.4% | -3.3% |
| 3Y | +147.4% | +151.8% | -4.4% | +71.9% |
| All | +124.0% | +53.6% | +70.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling