+30.5%
JD vs TMF
-84.4%
+114.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +13.4% | +1.2% | +12.2% | +13.4% |
| 30D | +7.7% | +19.7% | -12.0% | +8.5% |
| 3M | -11.3% | -2.1% | -9.2% | -11.3% |
| 6M | -5.1% | -13.4% | +8.3% | -5.6% |
| YTD | +5.0% | -16.7% | +21.8% | +4.4% |
| 1Y | -5.6% | -23.3% | +17.7% | -6.6% |
| 3Y | +17.8% | -24.8% | +42.6% | +17.7% |
| 5Y | -57.2% | -88.0% | +30.9% | -64.4% |
| All | +30.5% | -84.4% | +114.9% | +28.1% |
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