+10,478.8%
JPM vs TER
+8,630.0%
+1,848.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | -0.8% | -20.5% | +19.7% | +4.5% |
| 30D | +1.5% | -47.0% | +48.5% | +17.5% |
| 3M | -5.7% | -43.3% | +37.6% | +6.1% |
| 6M | +7.2% | -42.9% | +50.1% | +16.5% |
| YTD | +5.8% | +12.9% | -7.1% | -6.0% |
| 1Y | +8.8% | +18.2% | -9.4% | -4.8% |
| 3Y | +147.4% | +151.8% | -4.4% | +66.3% |
| 5Y | +125.3% | +54.2% | +71.1% | +66.0% |
| 10Y | +540.5% | +908.2% | -367.7% | +171.5% |
| All | +10,478.8% | +8,630.0% | +1,848.8% | +1,603.2% |
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 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