+7.9%
JD vs TEM
+90.1%
-82.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.3% | +1.2% |
| 7D | +13.4% | +5.3% | +8.1% | +13.0% |
| 30D | +7.7% | +8.1% | -0.4% | +7.1% |
| 3M | -11.3% | +64.9% | -76.2% | -14.4% |
| 6M | -5.1% | +42.1% | -47.3% | -8.1% |
| YTD | +5.0% | +28.8% | -23.7% | +2.1% |
| 1Y | -5.6% | +5.5% | -11.1% | -7.3% |
| All | +7.9% | +90.1% | -82.2% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling