+2.6%
JD vs TEM
+60.7%
-58.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.0% |
| 30D | -16.0% | +23.5% | -39.6% | -17.3% |
| 3M | -3.2% | +32.3% | -35.5% | -5.3% |
| 6M | +6.1% | +23.0% | -17.0% | +3.8% |
| YTD | -0.1% | +8.9% | -9.0% | -1.6% |
| 1Y | -12.7% | -19.9% | +7.1% | -12.7% |
| All | +2.6% | +60.7% | -58.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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