+135.3%
JPM vs TMF
-88.6%
+223.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.9% |
| 7D | +3.5% | -9.3% | +12.8% | +3.2% |
| 30D | +3.3% | +1.9% | +1.3% | +3.3% |
| 3M | -4.2% | -11.2% | +7.0% | -4.6% |
| 6M | +16.4% | -17.7% | +34.1% | +15.6% |
| YTD | +9.5% | -24.5% | +34.0% | +8.5% |
| 1Y | +14.0% | -29.4% | +43.4% | +12.6% |
| 3Y | +153.1% | -33.4% | +186.5% | +150.2% |
| All | +135.3% | -88.6% | +223.9% | +96.4% |
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