+1,537.7%
JPM vs TPR
+8,033.7%
-6,495.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.8% | +14.2% | -15.0% | -5.8% |
| 30D | +1.5% | +17.1% | -15.6% | -4.7% |
| 3M | -5.7% | -17.7% | +12.1% | +0.1% |
| 6M | +7.2% | -10.2% | +17.4% | +9.2% |
| YTD | +5.8% | +4.9% | +0.9% | +0.8% |
| 1Y | +8.8% | +36.1% | -27.4% | -6.5% |
| 3Y | +147.4% | +416.5% | -269.1% | +19.8% |
| 5Y | +125.3% | +254.8% | -129.5% | +19.5% |
| 10Y | +540.5% | +391.7% | +148.8% | +150.0% |
| All | +1,537.7% | +8,033.7% | -6,495.9% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling