+583.6%
JPM vs TPR
+305.2%
+278.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.3% |
| 7D | -0.4% | -3.4% | +3.0% | +0.7% |
| 30D | -1.1% | -27.3% | +26.2% | +8.5% |
| 3M | +14.1% | -16.2% | +30.4% | +19.4% |
| 6M | +23.3% | -17.9% | +41.2% | +29.1% |
| YTD | +11.3% | -7.1% | +18.4% | +11.5% |
| 1Y | +23.0% | +13.6% | +9.4% | +14.6% |
| 3Y | +162.6% | +293.7% | -131.2% | +55.2% |
| 5Y | +152.8% | +239.1% | -86.3% | +50.1% |
| 10Y | +583.6% | +311.2% | +272.5% | +214.6% |
| All | +583.6% | +305.2% | +278.4% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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