+1,641.8%
TSM vs JPM
+484.0%
+1,157.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +4.4% | -2.5% | +6.9% | +5.8% |
| 30D | -7.0% | +2.7% | -9.7% | -8.1% |
| 3M | -1.8% | -4.7% | +2.9% | +0.1% |
| 6M | +2.7% | +15.6% | -12.9% | -4.4% |
| YTD | +37.1% | +8.6% | +28.5% | +30.9% |
| 1Y | +43.5% | +10.9% | +32.6% | +35.5% |
| 3Y | +341.5% | +149.9% | +191.6% | +184.4% |
| 5Y | +278.9% | +131.9% | +146.9% | +147.9% |
| 10Y | +1,641.8% | +481.0% | +1,160.8% | +838.3% |
| All | +1,641.8% | +484.0% | +1,157.8% | +838.3% |
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