+10,718.8%
JPM vs TER
+9,741.5%
+977.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.7% | -10.5% | -0.9% |
| 7D | +0.4% | -5.8% | +6.2% | +1.3% |
| 30D | +2.7% | -38.9% | +41.6% | +14.6% |
| 3M | -3.8% | -35.1% | +31.3% | +4.5% |
| 6M | +14.3% | -31.6% | +45.9% | +18.6% |
| YTD | +8.2% | +27.2% | -19.0% | -6.9% |
| 1Y | +11.0% | +35.2% | -24.3% | -6.2% |
| 3Y | +152.7% | +192.8% | -40.1% | +63.3% |
| 5Y | +130.8% | +72.4% | +58.4% | +65.2% |
| 10Y | +506.0% | +1,001.8% | -495.9% | +150.9% |
| All | +10,718.8% | +9,741.5% | +977.3% | +1,588.3% |
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