+1,815.4%
TSM vs JPM
+588.2%
+1,227.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +4.0% | -1.4% | +5.4% | +4.6% |
| 3M | +2.0% | +13.9% | -12.0% | -4.2% |
| 6M | +25.5% | +23.5% | +2.0% | +13.6% |
| YTD | +44.0% | +11.6% | +32.4% | +36.0% |
| 1Y | +75.4% | +21.4% | +54.1% | +59.4% |
| 3Y | +406.7% | +163.4% | +243.3% | +220.8% |
| 5Y | +285.0% | +152.5% | +132.5% | +144.0% |
| 10Y | +1,815.4% | +592.1% | +1,223.2% | +823.2% |
| All | +1,815.4% | +588.2% | +1,227.2% | +823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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