-4.2%
JD vs TRGP
+263.5%
-267.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -1.7% | +0.8% | -2.4% | -1.8% |
| 30D | -13.2% | +11.5% | -24.7% | -14.6% |
| 3M | -3.2% | +9.0% | -12.2% | -4.7% |
| 6M | +15.2% | +20.5% | -5.3% | +11.4% |
| YTD | +2.0% | +59.5% | -57.6% | -6.4% |
| 1Y | -5.4% | +77.9% | -83.3% | -15.3% |
| All | -4.2% | +263.5% | -267.7% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling