-56.9%
JD vs TPG
+78.6%
-135.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.5% | -1.2% |
| 7D | -3.0% | -6.5% | +3.5% | -0.9% |
| 30D | -19.3% | +0.1% | -19.4% | -19.8% |
| 3M | -6.0% | +14.5% | -20.5% | -10.9% |
| 6M | +1.8% | +17.3% | -15.5% | -4.9% |
| YTD | -2.6% | -20.5% | +17.9% | +3.3% |
| 1Y | -17.4% | -13.2% | -4.2% | -15.8% |
| 3Y | -8.6% | +87.7% | -96.3% | -38.7% |
| All | -56.9% | +78.6% | -135.5% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling