+11,186.3%
JPM vs TSN
+890.5%
+10,295.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | -6.3% | +6.6% | +2.2% |
| 30D | -0.2% | -10.8% | +10.6% | +3.3% |
| 3M | +15.9% | -8.8% | +24.6% | +18.7% |
| 6M | +20.9% | -16.8% | +37.8% | +27.0% |
| YTD | +12.9% | -10.0% | +22.9% | +15.3% |
| 1Y | +20.3% | -5.3% | +25.6% | +20.5% |
| 3Y | +160.9% | +8.5% | +152.4% | +146.7% |
| 5Y | +154.8% | -22.9% | +177.8% | +164.7% |
| 10Y | +591.1% | -12.6% | +603.7% | +559.7% |
| All | +11,186.3% | +890.5% | +10,295.8% | +3,541.4% |
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