+15.9%
JD vs TPR
+412.6%
-396.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | +1.8% |
| 7D | +11.7% | +13.9% | -2.1% | +8.8% |
| 30D | +8.1% | +14.9% | -6.8% | +5.0% |
| 3M | -12.0% | -15.4% | +3.4% | -9.3% |
| 6M | -3.5% | -4.5% | +1.0% | -3.2% |
| YTD | +3.3% | +6.0% | -2.6% | +1.1% |
| 1Y | -7.4% | +24.3% | -31.7% | -12.7% |
| All | +15.9% | +412.6% | -396.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling