+34.4%
JD vs TRGP
+793.1%
-758.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.7% |
| 7D | +5.2% | -5.8% | +11.0% | +6.1% |
| 30D | +4.5% | -1.5% | +6.0% | +4.4% |
| 3M | -15.4% | +6.1% | -21.5% | -16.6% |
| 6M | -6.0% | +14.4% | -20.4% | -8.7% |
| YTD | +2.2% | +55.3% | -53.2% | -5.9% |
| 1Y | -6.7% | +69.1% | -75.8% | -15.3% |
| 3Y | +20.5% | +254.3% | -233.8% | -4.4% |
| 5Y | -58.4% | +471.4% | -529.8% | -69.6% |
| All | +34.4% | +793.1% | -758.7% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling