-58.0%
JD vs TMF
-88.4%
+30.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.9% | +0.6% | +7.3% | +7.9% |
| 30D | +4.8% | +16.3% | -11.6% | +3.8% |
| 3M | -13.9% | -2.7% | -11.2% | -13.8% |
| 6M | -5.8% | -13.2% | +7.4% | -5.1% |
| YTD | +2.4% | -16.7% | +19.1% | +3.3% |
| 1Y | -7.5% | -22.7% | +15.2% | -6.3% |
| 3Y | +20.9% | -26.1% | +47.0% | +21.4% |
| 5Y | -58.0% | -88.4% | +30.4% | -53.8% |
| All | -58.0% | -88.4% | +30.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling