+16.1%
JPM vs TSEM
+79.9%
-63.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.7% | +12.9% | +4.4% |
| 7D | +3.8% | -23.1% | +26.9% | +4.6% |
| 30D | +6.5% | -40.4% | +46.8% | +8.2% |
| 3M | -1.0% | -37.9% | +36.9% | +0.3% |
| 6M | +15.5% | -30.8% | +46.4% | +15.1% |
| YTD | +11.4% | +26.7% | -15.3% | +5.8% |
| 1Y | +16.1% | +80.5% | -64.4% | +3.8% |
| All | +16.1% | +79.9% | -63.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling