+16.5%
JD vs TDY
+479.2%
-462.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | -14.4% | -12.0% | -2.3% | -9.9% |
| 3M | -3.6% | -3.2% | -0.4% | -2.6% |
| 6M | -0.3% | -7.9% | +7.6% | +2.3% |
| YTD | -2.4% | +18.2% | -20.6% | -10.2% |
| 1Y | -18.5% | +6.7% | -25.2% | -22.0% |
| 3Y | -7.0% | +47.5% | -54.6% | -23.5% |
| 5Y | -61.7% | +39.5% | -101.2% | -68.0% |
| All | +16.5% | +479.2% | -462.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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