+16.9%
JD vs TD
+295.5%
-278.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -1.8% |
| 7D | -3.0% | -1.9% | -1.1% | -1.9% |
| 30D | -19.3% | -1.6% | -17.7% | -18.8% |
| 3M | -6.0% | +4.6% | -10.6% | -9.0% |
| 6M | +1.8% | +26.8% | -25.0% | -12.1% |
| YTD | -2.6% | +28.3% | -30.9% | -16.6% |
| 1Y | -17.4% | +60.4% | -77.9% | -38.0% |
| 3Y | -8.6% | +125.7% | -134.3% | -44.2% |
| 5Y | -61.6% | +122.4% | -184.0% | -76.0% |
| 10Y | +16.9% | +297.1% | -280.2% | -36.8% |
| All | +16.9% | +295.5% | -278.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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