+10,848.8%
JPM vs TFC
+2,536.2%
+8,312.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.1% |
| 7D | +3.5% | +2.3% | +1.2% | +1.9% |
| 30D | +3.3% | +10.8% | -7.6% | -3.8% |
| 3M | -4.2% | -3.8% | -0.4% | -1.8% |
| 6M | +16.4% | +9.6% | +6.8% | +8.7% |
| YTD | +9.5% | +5.8% | +3.7% | +4.4% |
| 1Y | +14.0% | +16.2% | -2.2% | +1.9% |
| 3Y | +153.1% | +96.0% | +57.1% | +52.9% |
| 5Y | +134.9% | +1.7% | +133.2% | +107.2% |
| 10Y | +485.7% | +79.9% | +405.9% | +224.0% |
| All | +10,848.8% | +2,536.2% | +8,312.6% | +2,569.3% |
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