+163.8%
JPM vs TPR
+292.1%
-128.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | -0.2% | -23.0% | +22.8% | +5.0% |
| 3M | +15.9% | -12.5% | +28.3% | +18.3% |
| 6M | +20.9% | -21.4% | +42.4% | +25.9% |
| YTD | +12.9% | -3.5% | +16.4% | +12.3% |
| 1Y | +20.3% | +17.4% | +2.9% | +13.9% |
| All | +163.8% | +292.1% | -128.2% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling