+154.6%
JPM vs TXG
-64.0%
+218.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -2.3% | +5.0% | -7.3% | -2.8% |
| 30D | -2.3% | +13.5% | -15.9% | -3.8% |
| 3M | +14.9% | +128.0% | -113.1% | +4.7% |
| 6M | +23.6% | +224.4% | -200.8% | +7.8% |
| YTD | +11.3% | +307.0% | -295.7% | -5.8% |
| 1Y | +19.9% | +427.2% | -407.4% | -2.3% |
| 3Y | +162.6% | +40.2% | +122.4% | +136.1% |
| 5Y | +154.6% | -64.0% | +218.6% | +136.0% |
| All | +154.6% | -64.0% | +218.7% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling