+592.1%
JPM vs TMF
-86.2%
+678.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | 0.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.6% |
| 30D | -1.4% | -1.0% | -0.4% | -1.5% |
| 3M | +13.9% | -11.3% | +25.2% | +11.6% |
| 6M | +23.5% | -22.7% | +46.2% | +18.0% |
| YTD | +11.6% | -17.3% | +29.0% | +8.2% |
| 1Y | +21.4% | -22.5% | +43.8% | +16.4% |
| 3Y | +163.4% | -43.2% | +206.7% | +144.5% |
| 5Y | +152.5% | -88.3% | +240.8% | +56.5% |
| 10Y | +592.1% | -86.0% | +678.2% | +449.3% |
| All | +592.1% | -86.2% | +678.3% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling