+54.3%
JD vs TDG
+1,052.0%
-997.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.1% |
| 30D | -13.2% | -7.4% | -5.8% | -11.2% |
| 3M | -3.2% | -5.4% | +2.2% | -2.0% |
| 6M | +15.2% | -11.6% | +26.9% | +18.8% |
| YTD | +2.0% | -12.6% | +14.6% | +5.2% |
| 1Y | -5.4% | -9.3% | +4.0% | -3.7% |
| 3Y | -9.1% | +49.2% | -58.3% | -22.7% |
| 5Y | -59.6% | +132.1% | -191.8% | -70.5% |
| 10Y | +26.2% | +544.8% | -518.6% | -43.2% |
| All | +54.3% | +1,052.0% | -997.6% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling