+11,186.3%
JPM vs TFC
+2,596.5%
+8,589.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -1.4% |
| 30D | -0.2% | -1.3% | +1.1% | +0.7% |
| 3M | +15.9% | +6.1% | +9.8% | +10.8% |
| 6M | +20.9% | +7.3% | +13.6% | +14.4% |
| YTD | +12.9% | +8.2% | +4.7% | +6.1% |
| 1Y | +20.3% | +14.4% | +5.9% | +8.3% |
| 3Y | +160.9% | +93.7% | +67.2% | +57.5% |
| 5Y | +154.8% | +16.4% | +138.4% | +104.2% |
| 10Y | +591.1% | +101.6% | +489.5% | +252.8% |
| All | +11,186.3% | +2,596.5% | +8,589.8% | +2,611.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling