+21.5%
JD vs TMF
-87.2%
+108.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -1.7% | -1.4% | -0.2% | -1.7% |
| 30D | -13.2% | -2.8% | -10.3% | -13.2% |
| 3M | -3.2% | -10.9% | +7.7% | -3.6% |
| 6M | +15.2% | -21.3% | +36.5% | +14.2% |
| YTD | +2.0% | -15.9% | +17.9% | +1.3% |
| 1Y | -5.4% | -15.7% | +10.4% | -5.9% |
| 3Y | -9.1% | -43.4% | +34.2% | -11.0% |
| 5Y | -59.6% | -87.8% | +28.2% | -66.2% |
| All | +21.5% | -87.2% | +108.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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