+16.5%
JD vs TDG
+547.7%
-531.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -4.2% | -1.9% | -2.4% | -3.7% |
| 30D | -14.4% | -7.7% | -6.7% | -12.5% |
| 3M | -3.6% | -9.3% | +5.8% | -1.2% |
| 6M | -0.3% | -9.4% | +9.1% | +1.8% |
| YTD | -2.4% | -14.3% | +11.9% | +1.1% |
| 1Y | -18.5% | -11.8% | -6.7% | -16.6% |
| 3Y | -7.0% | +52.0% | -59.0% | -20.2% |
| 5Y | -61.7% | +128.8% | -190.5% | -71.0% |
| All | +16.5% | +547.7% | -531.1% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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