+261.7%
JPM vs TXG
+21.5%
+240.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.9% |
| 7D | -0.4% | +9.4% | -9.8% | -1.3% |
| 30D | -1.1% | +26.1% | -27.2% | -3.6% |
| 3M | +14.1% | +124.8% | -110.7% | +4.4% |
| 6M | +23.3% | +215.2% | -191.9% | +8.3% |
| YTD | +11.3% | +302.2% | -290.9% | -5.1% |
| 1Y | +23.0% | +370.9% | -347.9% | +2.2% |
| 3Y | +162.6% | +38.5% | +124.0% | +136.8% |
| 5Y | +152.8% | -64.4% | +217.1% | +145.0% |
| All | +261.7% | +21.5% | +240.2% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling