+32.2%
JD vs TD
+302.8%
-270.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | +0.4% | -3.1% | +3.5% | +2.0% |
| 30D | +4.2% | +6.7% | -2.5% | +0.3% |
| 3M | -12.8% | +3.1% | -15.9% | -14.8% |
| 6M | -8.8% | +17.6% | -26.4% | -18.0% |
| YTD | +0.5% | +34.8% | -34.3% | -16.7% |
| 1Y | -8.8% | +55.6% | -64.4% | -30.6% |
| 3Y | +18.6% | +133.1% | -114.5% | -29.4% |
| 5Y | -62.2% | +104.7% | -166.9% | -75.7% |
| 10Y | +32.2% | +303.6% | -271.3% | -26.3% |
| All | +32.2% | +302.8% | -270.5% | -26.3% |
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