+20.9%
JD vs TPR
+401.1%
-380.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.0% |
| 7D | +7.9% | +12.7% | -4.8% | +5.2% |
| 30D | +4.8% | +17.1% | -12.3% | +1.3% |
| 3M | -13.9% | -15.9% | +2.0% | -11.2% |
| 6M | -5.8% | +2.6% | -8.4% | -6.8% |
| YTD | +2.4% | +7.5% | -5.1% | -0.2% |
| 1Y | -7.5% | +32.9% | -40.5% | -14.0% |
| 3Y | +20.9% | +413.8% | -393.0% | -28.9% |
| All | +20.9% | +401.1% | -380.2% | -28.9% |
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