+15.1%
JPM vs TER
-30.8%
+45.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.7% | -10.5% | +1.9% |
| 7D | +0.4% | -5.8% | +6.2% | +0.4% |
| 30D | +2.7% | -38.9% | +41.6% | +3.3% |
| 3M | -3.8% | -35.1% | +31.3% | -3.5% |
| All | +15.1% | -30.8% | +45.9% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling