-58.0%
JD vs TRGP
+426.9%
-484.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.3% |
| 7D | +7.9% | -7.2% | +15.1% | +9.6% |
| 30D | +4.8% | -4.2% | +8.9% | +5.3% |
| 3M | -13.9% | +7.0% | -20.9% | -16.1% |
| 6M | -5.8% | +11.2% | -17.1% | -9.6% |
| YTD | +2.4% | +51.1% | -48.7% | -10.3% |
| 1Y | -7.5% | +62.0% | -69.6% | -20.8% |
| 3Y | +20.9% | +248.2% | -227.3% | -24.3% |
| 5Y | -58.0% | +432.4% | -490.4% | -78.8% |
| All | -58.0% | +426.9% | -484.9% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling