-16.0%
JD vs TRGP
+84.8%
-100.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | -15.4% | +10.0% | -25.3% | -15.6% |
| 3M | -5.0% | +7.6% | -12.6% | -5.3% |
| 6M | +0.9% | +26.8% | -25.9% | -0.5% |
| YTD | -2.5% | +60.6% | -63.0% | -6.3% |
| 1Y | -16.0% | +82.5% | -98.5% | -21.1% |
| All | -16.0% | +84.8% | -100.8% | -21.1% |
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