+153.1%
JPM vs TPR
+403.8%
-250.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +3.3% | +15.1% | -11.9% | +0.1% |
| 3M | -4.2% | +3.5% | -7.7% | -5.1% |
| 6M | +16.4% | +0.4% | +16.0% | +15.0% |
| YTD | +9.5% | +4.6% | +4.9% | +6.8% |
| 1Y | +14.0% | +33.1% | -19.1% | +5.3% |
| 3Y | +153.1% | +396.0% | -242.9% | +81.6% |
| All | +153.1% | +403.8% | -250.7% | +81.6% |
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 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