-3.5%
JD vs TMF
-10.5%
+7.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.3% |
| 7D | +11.7% | +2.7% | +9.0% | +11.8% |
| 30D | +8.1% | +19.3% | -11.2% | +9.4% |
| 3M | -12.0% | -3.7% | -8.3% | -13.1% |
| 6M | -3.5% | -11.3% | +7.8% | -6.7% |
| All | -3.5% | -10.5% | +7.0% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling