+585.7%
JPM vs TSEM
+1,289.9%
-704.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -2.3% | +0.9% | -3.3% | -2.6% |
| 30D | -2.3% | -16.6% | +14.3% | +0.5% |
| 3M | +14.9% | -10.9% | +25.8% | +14.4% |
| 6M | +23.6% | +78.0% | -54.4% | +3.9% |
| YTD | +11.3% | +77.2% | -65.9% | -7.5% |
| 1Y | +19.9% | +207.6% | -187.7% | -13.1% |
| 3Y | +162.6% | +637.8% | -475.2% | +49.1% |
| 5Y | +154.6% | +617.0% | -462.4% | +40.4% |
| All | +585.7% | +1,289.9% | -704.2% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling