-9.7%
JD vs TRGP
+89.5%
-99.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.6% | +2.6% |
| 7D | +9.0% | -6.5% | +15.4% | +8.3% |
| 30D | +5.2% | -0.4% | +5.6% | +5.0% |
| 3M | -15.9% | +8.8% | -24.7% | -15.7% |
| 6M | -7.7% | +11.0% | -18.7% | -7.6% |
| YTD | +0.1% | +57.4% | -57.3% | +1.8% |
| 1Y | -9.7% | +87.9% | -97.6% | -8.1% |
| All | -9.7% | +89.5% | -99.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling