+132.6%
JPM vs TSEM
+333.8%
-201.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +1.6% | +20.5% | -18.9% | -0.4% |
| 30D | +3.4% | -29.0% | +32.4% | +6.5% |
| 3M | -5.7% | -39.4% | +33.7% | -1.6% |
| 6M | +13.5% | -28.5% | +42.0% | +13.6% |
| YTD | +8.4% | +34.4% | -26.0% | -2.7% |
| 1Y | +9.1% | +48.3% | -39.3% | -4.0% |
| 3Y | +149.5% | +543.5% | -394.0% | +68.3% |
| 5Y | +132.6% | +331.4% | -198.8% | +66.8% |
| All | +132.6% | +333.8% | -201.2% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling