+32.3%
JD vs TPR
+365.1%
-332.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.7% |
| 30D | +2.7% | +15.1% | -12.4% | -1.4% |
| 3M | -13.0% | -13.4% | +0.4% | -9.9% |
| 6M | -12.7% | +1.4% | -14.1% | -13.9% |
| YTD | -0.8% | +4.8% | -5.6% | -3.9% |
| 1Y | -8.9% | +29.2% | -38.1% | -17.0% |
| 3Y | +17.0% | +403.7% | -386.7% | -31.5% |
| 5Y | -63.5% | +230.8% | -294.3% | -76.4% |
| All | +32.3% | +365.1% | -332.7% | -23.1% |
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