+59.0%
JD vs TAP
-14.2%
+73.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.6% |
| 7D | +13.4% | +0.5% | +12.8% | +13.1% |
| 30D | +7.7% | +9.1% | -1.5% | +5.4% |
| 3M | -11.3% | -3.8% | -7.5% | -10.8% |
| 6M | -5.1% | -3.4% | -1.7% | -4.9% |
| YTD | +5.0% | -10.6% | +15.7% | +6.6% |
| 1Y | -5.6% | -4.4% | -1.2% | -5.8% |
| 3Y | +17.8% | -24.4% | +42.1% | +22.8% |
| 5Y | -57.2% | +2.1% | -59.3% | -58.7% |
| 10Y | +34.8% | -48.7% | +83.5% | +47.6% |
| All | +59.0% | -14.2% | +73.1% | +55.7% |
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 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