+12,629.9%
TSM vs JPM
+1,754.4%
+10,875.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -12.5% | +2.7% | -15.3% | -13.6% |
| 3M | -5.0% | -4.5% | -0.5% | -3.3% |
| 6M | -3.2% | +14.3% | -17.5% | -9.4% |
| YTD | +31.5% | +8.2% | +23.3% | +25.9% |
| 1Y | +35.7% | +10.0% | +25.7% | +28.8% |
| 3Y | +323.5% | +149.0% | +174.5% | +175.9% |
| 5Y | +263.4% | +131.0% | +132.3% | +142.5% |
| 10Y | +1,598.5% | +479.1% | +1,119.4% | +612.2% |
| All | +12,629.9% | +1,754.4% | +10,875.5% | +2,142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling