+54.3%
JD vs TAP
-13.8%
+68.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -13.2% | -2.1% | -11.0% | -12.8% |
| 3M | -3.2% | +6.6% | -9.8% | -4.7% |
| 6M | +15.2% | -11.5% | +26.7% | +17.9% |
| YTD | +2.0% | -10.3% | +12.2% | +3.7% |
| 1Y | -5.4% | -14.4% | +9.0% | -3.0% |
| 3Y | -9.1% | -28.3% | +19.2% | -3.9% |
| 5Y | -59.6% | +1.7% | -61.3% | -61.0% |
| 10Y | +26.2% | -49.2% | +75.5% | +38.8% |
| All | +54.3% | -13.8% | +68.1% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling