+506.0%
JPM vs TMF
-83.0%
+589.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.5% |
| 30D | +2.7% | +16.3% | -13.6% | +5.5% |
| 3M | -3.8% | -2.7% | -1.2% | -4.2% |
| 6M | +14.3% | -13.2% | +27.5% | +11.6% |
| YTD | +8.2% | -16.7% | +24.9% | +5.1% |
| 1Y | +11.0% | -22.7% | +33.7% | +6.3% |
| 3Y | +152.7% | -26.1% | +178.7% | +147.8% |
| 5Y | +130.8% | -88.4% | +219.2% | +41.4% |
| 10Y | +506.0% | -81.8% | +587.8% | +400.3% |
| All | +506.0% | -83.0% | +589.0% | +400.3% |
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