+16.9%
JD vs TRGP
+827.0%
-810.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -19.3% | +9.5% | -28.8% | -20.6% |
| 3M | -6.0% | +10.8% | -16.8% | -7.8% |
| 6M | +1.8% | +25.3% | -23.5% | -2.3% |
| YTD | -2.6% | +60.3% | -62.8% | -10.3% |
| 1Y | -17.4% | +84.6% | -102.0% | -25.9% |
| 3Y | -8.6% | +264.4% | -273.0% | -27.5% |
| 5Y | -61.6% | +636.6% | -698.2% | -72.6% |
| 10Y | +16.9% | +848.9% | -832.1% | -16.0% |
| All | +16.9% | +827.0% | -810.1% | -16.0% |
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