-9.7%
JD vs TAP
+4.4%
-14.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.7% |
| 7D | +9.0% | +9.9% | -1.0% | +7.9% |
| 30D | +5.2% | +18.1% | -12.9% | +3.5% |
| 3M | -15.9% | +3.2% | -19.1% | -16.3% |
| 6M | -7.7% | +8.4% | -16.1% | -8.2% |
| YTD | +0.1% | -4.4% | +4.5% | -1.3% |
| 1Y | -9.7% | +3.2% | -13.0% | -12.0% |
| All | -9.7% | +4.4% | -14.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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