+32.5%
JD vs TPR
+386.9%
-354.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.2% | +12.1% | -6.9% | +1.9% |
| 30D | +4.5% | +16.7% | -12.2% | 0.0% |
| 3M | -15.4% | -17.4% | +2.0% | -11.3% |
| 6M | -6.0% | +2.3% | -8.3% | -7.5% |
| YTD | +2.2% | +7.1% | -5.0% | -1.7% |
| 1Y | -6.7% | +29.5% | -36.1% | -15.0% |
| 3Y | +20.5% | +415.0% | -394.5% | -29.9% |
| 5Y | -58.4% | +261.5% | -319.9% | -73.7% |
| 10Y | +32.5% | +383.3% | -350.8% | -21.8% |
| All | +32.5% | +386.9% | -354.4% | -21.8% |
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