-4.2%
JD vs TD
+128.3%
-132.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -13.2% | +0.4% | -13.5% | -13.5% |
| 3M | -3.2% | +7.6% | -10.8% | -8.0% |
| 6M | +15.2% | +25.0% | -9.8% | -0.7% |
| YTD | +2.0% | +31.0% | -29.0% | -14.9% |
| 1Y | -5.4% | +65.2% | -70.6% | -32.5% |
| All | -4.2% | +128.3% | -132.5% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling