-18.5%
JD vs TPG
-16.9%
-1.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -4.2% | -9.4% | +5.2% | -3.4% |
| 30D | -14.4% | -5.3% | -9.1% | -14.0% |
| 3M | -3.6% | +12.9% | -16.5% | -5.5% |
| 6M | -0.3% | +20.1% | -20.4% | -3.7% |
| YTD | -2.4% | -22.5% | +20.1% | -1.2% |
| 1Y | -18.5% | -19.7% | +1.2% | -20.7% |
| All | -18.5% | -16.9% | -1.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling