+32.5%
JD vs TAP
-48.8%
+81.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +5.2% | -4.5% | +9.7% | +6.2% |
| 30D | +4.5% | +7.5% | -3.0% | +2.7% |
| 3M | -15.4% | -4.9% | -10.5% | -14.8% |
| 6M | -6.0% | -3.5% | -2.6% | -5.8% |
| YTD | +2.2% | -11.4% | +13.6% | +3.9% |
| 1Y | -6.7% | -10.8% | +4.1% | -5.3% |
| 3Y | +20.5% | -24.5% | +45.0% | +25.6% |
| 5Y | -58.4% | +2.5% | -60.9% | -59.9% |
| 10Y | +32.5% | -47.6% | +80.1% | +45.7% |
| All | +32.5% | -48.8% | +81.3% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling