-6.7%
JD vs TEM
+6.2%
-12.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.1% |
| 7D | +5.2% | +3.5% | +1.7% | +5.0% |
| 30D | +4.5% | +13.5% | -9.0% | +3.7% |
| 3M | -15.4% | +46.3% | -61.7% | -17.8% |
| 6M | -6.0% | +61.5% | -67.6% | -10.0% |
| YTD | +2.2% | +36.4% | -34.2% | -0.2% |
| 1Y | -6.7% | +12.2% | -18.9% | -7.1% |
| All | -6.7% | +6.2% | -12.9% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling