+5.2%
JD vs TEM
+111.1%
-105.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.0% | -13.5% | -3.1% |
| 7D | +7.9% | +7.6% | +0.3% | +7.4% |
| 30D | +4.8% | +19.0% | -14.3% | +3.6% |
| 3M | -13.9% | +62.2% | -76.2% | -16.8% |
| 6M | -5.8% | +69.4% | -75.2% | -9.7% |
| YTD | +2.4% | +43.0% | -40.6% | -1.1% |
| 1Y | -7.5% | +18.0% | -25.5% | -9.8% |
| All | +5.2% | +111.1% | -105.9% | -2.4% |
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