+66.2%
TSM vs JPM
+21.4%
+44.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.6% | -2.3% | +5.0% | +3.4% |
| 30D | +1.4% | -2.3% | +3.8% | +2.2% |
| 3M | +5.0% | +14.9% | -9.9% | -0.7% |
| 6M | +24.0% | +23.6% | +0.3% | +12.8% |
| YTD | +41.6% | +11.3% | +30.3% | +34.1% |
| 1Y | +66.2% | +19.9% | +46.3% | +53.1% |
| All | +66.2% | +21.4% | +44.7% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling