-5.9%
JD vs TD
+52.8%
-58.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -4.1% | +1.1% | -5.2% | -4.2% |
| 30D | +4.6% | +5.2% | -0.6% | +3.9% |
| 3M | -4.7% | +1.2% | -6.0% | -4.9% |
| 6M | -17.4% | +17.7% | -35.1% | -22.2% |
| YTD | +0.7% | +34.2% | -33.5% | -11.4% |
| 1Y | -5.9% | +55.4% | -61.3% | -22.2% |
| All | -5.9% | +52.8% | -58.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling