+56.4%
JD vs TMF
-74.7%
+131.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.3% |
| 7D | +11.7% | +2.7% | +9.0% | +11.9% |
| 30D | +8.1% | +19.3% | -11.2% | +9.4% |
| 3M | -12.0% | -3.7% | -8.3% | -12.2% |
| 6M | -3.5% | -11.3% | +7.8% | -4.2% |
| YTD | +3.3% | -16.6% | +19.9% | +2.2% |
| 1Y | -7.4% | -21.1% | +13.7% | -8.8% |
| 3Y | +16.6% | -26.8% | +43.4% | +15.8% |
| 5Y | -57.9% | -88.0% | +30.2% | -66.5% |
| 10Y | +32.6% | -84.7% | +117.3% | +19.0% |
| All | +56.4% | -74.7% | +131.1% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling