-56.8%
JD vs TPG
+71.4%
-128.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.3% |
| 7D | -2.6% | -11.8% | +9.2% | +1.3% |
| 30D | -15.4% | -6.3% | -9.1% | -14.0% |
| 3M | -5.0% | +13.6% | -18.6% | -9.8% |
| 6M | +0.9% | +13.8% | -12.9% | -4.9% |
| YTD | -2.5% | -23.7% | +21.2% | +4.7% |
| 1Y | -16.0% | -18.2% | +2.2% | -12.7% |
| 3Y | -8.5% | +80.1% | -88.7% | -37.9% |
| All | -56.8% | +71.4% | -128.2% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling