-5.4%
JD vs TPR
+18.6%
-24.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.3% |
| 30D | -13.2% | -23.0% | +9.8% | -9.3% |
| 3M | -3.2% | -12.5% | +9.3% | -0.5% |
| 6M | +15.2% | -21.4% | +36.7% | +19.6% |
| YTD | +2.0% | -3.5% | +5.5% | +3.0% |
| 1Y | -5.4% | +17.4% | -22.7% | -3.0% |
| All | -5.4% | +18.6% | -24.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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