-6.4%
JD vs TAP
-10.2%
+3.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +7.9% | -7.8% | +15.7% | +8.6% |
| 30D | +4.8% | +7.1% | -2.4% | +3.9% |
| 3M | -13.9% | -7.0% | -6.9% | -13.5% |
| 6M | -5.8% | -3.8% | -2.0% | -5.8% |
| YTD | +2.4% | -11.7% | +14.1% | +1.3% |
| All | -6.4% | -10.2% | +3.8% | -7.6% |
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