+34.4%
JD vs TRGP
+822.5%
-788.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.1% | +12.4% | -16.5% | -5.9% |
| 30D | +4.6% | +2.6% | +2.0% | +3.9% |
| 3M | -4.7% | +11.9% | -16.6% | -6.9% |
| 6M | -17.4% | +13.9% | -31.3% | -19.6% |
| YTD | +0.7% | +64.2% | -63.5% | -8.0% |
| 1Y | -5.9% | +78.5% | -84.4% | -15.3% |
| 3Y | +18.9% | +272.9% | -254.0% | -6.5% |
| 5Y | -62.9% | +510.7% | -573.7% | -73.1% |
| All | +34.4% | +822.5% | -788.1% | -6.7% |
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