-9.5%
JD vs TPR
+292.1%
-301.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -13.2% | -23.0% | +9.8% | -8.4% |
| 3M | -3.2% | -12.5% | +9.3% | -0.6% |
| 6M | +15.2% | -21.4% | +36.7% | +20.4% |
| YTD | +2.0% | -3.5% | +5.5% | +1.7% |
| 1Y | -5.4% | +17.4% | -22.7% | -10.1% |
| All | -9.5% | +292.1% | -301.6% | -44.9% |
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 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