+585.7%
JPM vs TFC
+98.5%
+487.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.3% | -2.5% | +0.1% | -0.8% |
| 30D | -2.3% | -2.8% | +0.5% | -0.6% |
| 3M | +14.9% | +2.1% | +12.7% | +13.0% |
| 6M | +23.6% | +10.1% | +13.5% | +15.8% |
| YTD | +11.3% | +5.4% | +5.9% | +7.0% |
| 1Y | +19.9% | +16.3% | +3.6% | +8.0% |
| 3Y | +162.6% | +95.9% | +66.7% | +65.4% |
| 5Y | +154.6% | +16.0% | +138.6% | +115.2% |
| All | +585.7% | +98.5% | +487.2% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling