-61.3%
JD vs TRGP
+631.5%
-692.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -16.0% | +14.6% | -30.6% | -19.1% |
| 3M | -3.2% | +11.9% | -15.1% | -6.5% |
| 6M | +6.1% | +25.3% | -19.2% | -0.9% |
| YTD | -0.1% | +61.9% | -62.0% | -13.5% |
| 1Y | -12.7% | +87.3% | -100.0% | -27.9% |
| 3Y | -6.3% | +268.0% | -274.3% | -41.7% |
| 5Y | -61.3% | +638.2% | -699.6% | -81.4% |
| All | -61.3% | +631.5% | -692.8% | -81.4% |
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