+11,186.3%
JPM vs TER
+14,183.4%
-2,997.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -2.3% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | -0.2% | -8.3% | +8.1% | +1.5% |
| 3M | +15.9% | -12.2% | +28.1% | +15.7% |
| 6M | +20.9% | +17.1% | +3.9% | +9.8% |
| YTD | +12.9% | +84.7% | -71.8% | -9.7% |
| 1Y | +20.3% | +199.9% | -179.6% | -16.5% |
| 3Y | +160.9% | +232.8% | -71.8% | +66.9% |
| 5Y | +154.8% | +198.6% | -43.7% | +61.2% |
| 10Y | +591.1% | +1,669.7% | -1,078.6% | +159.0% |
| All | +11,186.3% | +14,183.4% | -2,997.2% | +1,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling