+264.4%
JPM vs TXG
+27.0%
+237.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.4% |
| 7D | -0.7% | +9.5% | -10.2% | -1.6% |
| 30D | -2.5% | +18.8% | -21.2% | -4.3% |
| 3M | +14.1% | +136.1% | -122.0% | +3.9% |
| 6M | +25.1% | +235.2% | -210.1% | +9.2% |
| YTD | +12.1% | +320.5% | -308.4% | -4.8% |
| 1Y | +18.8% | +425.2% | -406.4% | -2.4% |
| 3Y | +163.4% | +42.9% | +120.5% | +136.9% |
| 5Y | +156.5% | -62.8% | +219.4% | +147.6% |
| All | +264.4% | +27.0% | +237.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling