+149.0%
JPM vs TFC
+95.4%
+53.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.3% |
| 30D | +2.7% | +9.0% | -6.3% | -2.3% |
| 3M | -4.5% | -2.1% | -2.3% | -3.3% |
| 6M | +14.3% | +3.4% | +11.0% | +11.6% |
| YTD | +8.2% | +5.3% | +2.9% | +4.4% |
| 1Y | +10.0% | +16.2% | -6.1% | +0.3% |
| 3Y | +149.0% | +94.8% | +54.2% | +89.9% |
| All | +149.0% | +95.4% | +53.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling