+3.4%
JD vs TEM
+79.0%
-75.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +1.8% |
| 7D | -4.1% | -5.9% | +1.7% | -3.9% |
| 30D | +4.6% | +4.8% | -0.2% | +4.1% |
| 3M | -4.7% | +31.9% | -36.6% | -6.9% |
| 6M | -17.4% | +56.0% | -73.3% | -20.5% |
| YTD | +0.7% | +21.3% | -20.5% | -1.9% |
| 1Y | -5.9% | +5.4% | -11.3% | -7.6% |
| All | +3.4% | +79.0% | -75.6% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling