+10,848.8%
JPM vs TSN
+1,033.0%
+9,815.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | +3.3% | +8.5% | -5.2% | +0.6% |
| 3M | -4.2% | +5.3% | -9.5% | -6.0% |
| 6M | +16.4% | -10.5% | +26.9% | +19.7% |
| YTD | +9.5% | +3.0% | +6.6% | +7.1% |
| 1Y | +14.0% | +12.1% | +1.9% | +8.4% |
| 3Y | +153.1% | +43.1% | +110.0% | +119.2% |
| 5Y | +134.9% | -15.1% | +150.0% | +136.7% |
| 10Y | +485.7% | +14.8% | +470.9% | +414.8% |
| All | +10,848.8% | +1,033.0% | +9,815.8% | +3,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling