+30.5%
JD vs TPR
+383.4%
-352.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | +13.4% | +14.2% | -0.8% | +9.2% |
| 30D | +7.7% | +17.1% | -9.4% | +3.0% |
| 3M | -11.3% | -17.7% | +6.4% | -6.8% |
| 6M | -5.1% | -10.2% | +5.0% | -3.4% |
| YTD | +5.0% | +4.9% | +0.1% | +1.7% |
| 1Y | -5.6% | +36.1% | -41.8% | -15.3% |
| 3Y | +17.8% | +416.5% | -398.7% | -31.5% |
| 5Y | -57.2% | +254.8% | -312.0% | -72.7% |
| All | +30.5% | +383.4% | -352.9% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling