+13,634.3%
TSM vs JPM
+1,834.6%
+11,799.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +3.6% | -0.2% | +3.8% | +3.6% |
| 3M | -3.4% | +15.9% | -19.3% | -9.9% |
| 6M | +20.6% | +20.9% | -0.3% | +10.4% |
| YTD | +41.9% | +12.9% | +29.0% | +33.5% |
| 1Y | +84.4% | +20.3% | +64.1% | +68.3% |
| 3Y | +380.2% | +160.9% | +219.3% | +206.9% |
| 5Y | +275.3% | +154.8% | +120.5% | +139.7% |
| 10Y | +1,751.4% | +591.1% | +1,160.3% | +616.9% |
| All | +13,634.3% | +1,834.6% | +11,799.7% | +2,277.3% |
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 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