+154.6%
JPM vs TSN
-18.6%
+173.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -2.3% | -6.2% | +3.8% | -1.2% |
| 3M | +14.9% | -5.7% | +20.5% | +15.9% |
| 6M | +23.6% | -11.4% | +35.0% | +26.0% |
| YTD | +11.3% | -8.2% | +19.5% | +12.2% |
| 1Y | +19.9% | -2.0% | +21.9% | +18.6% |
| 3Y | +162.6% | +11.9% | +150.7% | +147.1% |
| 5Y | +154.6% | -17.8% | +172.4% | +160.8% |
| All | +154.6% | -18.6% | +173.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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