+161.4%
JPM vs TXN
+69.4%
+92.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -2.3% | -8.0% | +5.6% | -0.8% |
| 3M | +14.9% | -7.8% | +22.6% | +15.8% |
| 6M | +23.6% | +32.4% | -8.8% | +12.9% |
| YTD | +11.3% | +51.7% | -40.4% | -2.5% |
| 1Y | +19.9% | +44.3% | -24.4% | +6.2% |
| All | +161.4% | +69.4% | +92.1% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 3y: compounded portfolio wealth divided by compounded TXN 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…
3y analysis · Full analysis span regression · 6 months rolling