+131.0%
JPM vs TFC
-1.6%
+132.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.4% |
| 30D | +2.7% | +9.0% | -6.3% | -1.5% |
| 3M | -4.5% | -2.1% | -2.3% | -3.5% |
| 6M | +14.3% | +3.4% | +11.0% | +12.2% |
| YTD | +8.2% | +5.3% | +2.9% | +5.2% |
| 1Y | +10.0% | +16.2% | -6.1% | +2.1% |
| 3Y | +149.0% | +94.8% | +54.2% | +84.1% |
| 5Y | +131.0% | -0.7% | +131.7% | +141.1% |
| All | +131.0% | -1.6% | +132.7% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling