+4.7%
JD vs TEM
+61.6%
-56.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | +0.9% | -2.6% | -1.7% |
| 30D | -13.2% | +38.4% | -51.5% | -15.0% |
| 3M | -3.2% | +23.7% | -26.8% | -5.0% |
| 6M | +15.2% | +26.0% | -10.8% | +12.6% |
| YTD | +2.0% | +9.4% | -7.5% | +0.4% |
| 1Y | -5.4% | -17.3% | +11.9% | -5.5% |
| All | +4.7% | +61.6% | -56.8% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling