+34.4%
JD vs TPR
+364.3%
-329.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +4.6% | +15.1% | -10.5% | +0.5% |
| 3M | -4.7% | +3.5% | -8.3% | -5.9% |
| 6M | -17.4% | +0.4% | -17.8% | -18.2% |
| YTD | +0.7% | +4.6% | -3.9% | -2.4% |
| 1Y | -5.9% | +33.1% | -39.0% | -15.0% |
| 3Y | +18.9% | +396.0% | -377.1% | -30.1% |
| 5Y | -62.9% | +230.3% | -293.2% | -76.1% |
| All | +34.4% | +364.3% | -329.9% | -21.9% |
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