+411.0%
TSM vs JPM
+163.4%
+247.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | +4.5% | -1.1% | +5.6% | +4.9% |
| 3M | +3.1% | +14.1% | -11.0% | -3.0% |
| 6M | +30.2% | +23.3% | +6.9% | +18.0% |
| YTD | +45.2% | +11.3% | +33.9% | +37.4% |
| 1Y | +79.6% | +23.0% | +56.6% | +62.0% |
| 3Y | +411.0% | +162.6% | +248.4% | +205.7% |
| All | +411.0% | +163.4% | +247.6% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling