+11,062.6%
JPM vs TMO
+8,131.0%
+2,931.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -0.4% | -0.5% | 0.0% | -0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -2.0% |
| 3M | +13.9% | +22.7% | -8.8% | +3.5% |
| 6M | +23.5% | +19.0% | +4.5% | +12.8% |
| YTD | +11.6% | +4.7% | +6.9% | +7.5% |
| 1Y | +21.4% | +26.0% | -4.6% | +7.0% |
| 3Y | +163.4% | +18.0% | +145.4% | +133.3% |
| 5Y | +152.5% | +8.0% | +144.5% | +126.8% |
| 10Y | +592.1% | +333.8% | +258.4% | +208.1% |
| All | +11,062.6% | +8,131.0% | +2,931.6% | +1,294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling