+7,194.1%
JPM vs TSEM
+11.3%
+7,182.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -1.8% |
| 7D | +0.3% | +6.9% | -6.6% | -0.5% |
| 30D | -0.2% | +5.3% | -5.5% | -1.1% |
| 3M | +15.9% | -14.9% | +30.8% | +16.3% |
| 6M | +20.9% | +80.0% | -59.1% | +10.1% |
| YTD | +12.9% | +89.4% | -76.5% | +1.7% |
| 1Y | +20.3% | +253.1% | -232.8% | +0.3% |
| 3Y | +160.9% | +642.1% | -481.2% | +96.9% |
| 5Y | +154.8% | +659.1% | -504.3% | +89.5% |
| 10Y | +591.1% | +1,291.4% | -700.3% | +370.6% |
| All | +7,194.1% | +11.3% | +7,182.8% | +4,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling