+17.8%
JD vs TD
+129.3%
-111.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +13.4% | -1.7% | +15.0% | +14.1% |
| 30D | +7.7% | +8.2% | -0.5% | +3.3% |
| 3M | -11.3% | +1.7% | -13.0% | -12.5% |
| 6M | -5.1% | +14.2% | -19.4% | -13.3% |
| YTD | +5.0% | +32.8% | -27.7% | -12.9% |
| 1Y | -5.6% | +55.5% | -61.1% | -29.6% |
| 3Y | +17.8% | +129.6% | -111.9% | -33.7% |
| All | +17.8% | +129.3% | -111.6% | -33.7% |
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