-58.4%
JD vs TPR
+268.5%
-326.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +5.2% | +12.1% | -6.9% | +0.8% |
| 30D | +4.5% | +16.7% | -12.2% | -1.4% |
| 3M | -15.4% | -17.4% | +2.0% | -9.9% |
| 6M | -6.0% | +2.3% | -8.3% | -8.2% |
| YTD | +2.2% | +7.1% | -5.0% | -3.4% |
| 1Y | -6.7% | +29.5% | -36.1% | -18.5% |
| 3Y | +20.5% | +415.0% | -394.5% | -51.1% |
| 5Y | -58.4% | +261.5% | -319.9% | -80.3% |
| All | -58.4% | +268.5% | -326.9% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling