+54.3%
JD vs TPR
+323.3%
-269.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -13.2% | -23.0% | +9.8% | -6.9% |
| 3M | -3.2% | -12.5% | +9.3% | -0.1% |
| 6M | +15.2% | -21.4% | +36.7% | +21.7% |
| YTD | +2.0% | -3.5% | +5.5% | +1.3% |
| 1Y | -5.4% | +17.4% | -22.7% | -11.5% |
| 3Y | -9.1% | +291.3% | -300.4% | -42.2% |
| 5Y | -59.6% | +241.9% | -301.5% | -73.7% |
| 10Y | +26.2% | +322.7% | -296.4% | -27.8% |
| All | +54.3% | +323.3% | -269.0% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling