-62.4%
JD vs TPR
+230.3%
-292.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +4.6% | +15.1% | -10.5% | -0.7% |
| 3M | -4.7% | +3.5% | -8.3% | -6.3% |
| 6M | -17.4% | +0.4% | -17.8% | -18.7% |
| YTD | +0.7% | +4.6% | -3.9% | -3.9% |
| 1Y | -5.9% | +33.1% | -39.0% | -18.5% |
| 3Y | +18.9% | +396.0% | -377.1% | -50.3% |
| All | -62.4% | +230.3% | -292.6% | -82.0% |
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