-61.5%
JD vs TDG
+126.1%
-187.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | -4.2% | -1.9% | -2.4% | -3.6% |
| 30D | -14.4% | -7.7% | -6.7% | -12.1% |
| 3M | -3.6% | -9.3% | +5.8% | -0.8% |
| 6M | -0.3% | -9.4% | +9.1% | +2.2% |
| YTD | -2.4% | -14.3% | +11.9% | +1.7% |
| 1Y | -18.5% | -11.8% | -6.7% | -16.3% |
| 3Y | -7.0% | +52.0% | -59.0% | -27.7% |
| All | -61.5% | +126.1% | -187.6% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling