+20.3%
JPM vs TMO
+27.8%
-7.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | +0.3% | -1.4% | +1.6% | +0.4% |
| 30D | -0.2% | +6.2% | -6.4% | -0.9% |
| 3M | +15.9% | +27.5% | -11.6% | +12.3% |
| 6M | +20.9% | +20.0% | +1.0% | +17.7% |
| YTD | +12.9% | +6.1% | +6.7% | +11.3% |
| 1Y | +20.3% | +25.8% | -5.5% | +20.3% |
| All | +20.3% | +27.8% | -7.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling