+1,643.1%
TSM vs JPM
+481.5%
+1,161.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | +6.2% | +3.5% | +2.7% | +4.6% |
| 30D | -7.3% | +3.3% | -10.5% | -8.6% |
| 3M | -7.1% | -4.2% | -2.9% | -5.5% |
| 6M | +0.2% | +16.4% | -16.2% | -7.0% |
| YTD | +32.2% | +9.5% | +22.7% | +25.8% |
| 1Y | +42.8% | +14.0% | +28.8% | +33.1% |
| 3Y | +330.4% | +153.1% | +177.3% | +174.8% |
| 5Y | +263.9% | +134.9% | +129.0% | +136.1% |
| All | +1,643.1% | +481.5% | +1,161.6% | +770.3% |
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