+54.3%
JD vs TDY
+556.5%
-502.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -1.7% | -1.8% | +0.1% | -0.9% |
| 30D | -13.2% | -10.7% | -2.5% | -8.7% |
| 3M | -3.2% | -1.3% | -1.9% | -3.1% |
| 6M | +15.2% | -10.6% | +25.8% | +20.1% |
| YTD | +2.0% | +19.6% | -17.6% | -7.5% |
| 1Y | -5.4% | +11.6% | -17.0% | -11.7% |
| 3Y | -9.1% | +45.2% | -54.3% | -26.2% |
| 5Y | -59.6% | +36.1% | -95.7% | -66.6% |
| 10Y | +26.2% | +458.8% | -432.6% | -55.9% |
| All | +54.3% | +556.5% | -502.2% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling