+124.0%
JPM vs TMF
-88.0%
+212.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | +1.5% | +19.7% | -18.2% | +2.1% |
| 3M | -5.7% | -2.1% | -3.6% | -5.7% |
| 6M | +7.2% | -13.4% | +20.7% | +6.7% |
| YTD | +5.8% | -16.7% | +22.5% | +5.1% |
| 1Y | +8.8% | -23.3% | +32.1% | +7.7% |
| 3Y | +147.4% | -24.8% | +172.2% | +145.7% |
| All | +124.0% | -88.0% | +212.0% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling