+465.0%
JPM vs TSEM
+805.6%
-340.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +2.1% |
| 7D | +3.5% | +7.0% | -3.5% | +2.2% |
| 30D | +3.3% | -29.8% | +33.0% | +8.5% |
| 3M | -4.2% | -41.9% | +37.7% | +3.2% |
| 6M | +16.4% | -45.8% | +62.1% | +23.8% |
| YTD | +9.5% | +25.1% | -15.6% | -4.9% |
| 1Y | +14.0% | +48.2% | -34.2% | -5.1% |
| 3Y | +153.1% | +476.5% | -323.4% | +46.9% |
| 5Y | +134.9% | +301.4% | -166.6% | +44.9% |
| All | +465.0% | +805.6% | -340.6% | +160.9% |
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