+19.9%
JPM vs TFC
+16.0%
+3.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.3% | -2.5% | +0.1% | -1.0% |
| 30D | -2.3% | -2.8% | +0.5% | -0.8% |
| 3M | +14.9% | +2.1% | +12.7% | +13.0% |
| 6M | +23.6% | +10.1% | +13.5% | +16.1% |
| YTD | +11.3% | +5.4% | +5.9% | +7.9% |
| 1Y | +19.9% | +16.3% | +3.6% | +13.1% |
| All | +19.9% | +16.0% | +3.9% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling