+465.0%
JPM vs TMF
-82.1%
+547.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.7% |
| 7D | +3.5% | -9.3% | +12.8% | +1.8% |
| 30D | +3.3% | +1.9% | +1.3% | +3.7% |
| 3M | -4.2% | -11.2% | +7.0% | -6.0% |
| 6M | +16.4% | -17.7% | +34.1% | +12.7% |
| YTD | +9.5% | -24.5% | +34.0% | +4.6% |
| 1Y | +14.0% | -29.4% | +43.4% | +7.6% |
| 3Y | +153.1% | -33.4% | +186.5% | +143.8% |
| 5Y | +134.9% | -88.7% | +223.6% | +45.7% |
| All | +465.0% | -82.1% | +547.1% | +370.7% |
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