+55.0%
JD vs TRGP
+318.1%
-263.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.0% |
| 7D | +7.9% | -7.2% | +15.1% | +9.0% |
| 30D | +4.8% | -4.2% | +8.9% | +5.2% |
| 3M | -13.9% | +7.0% | -20.9% | -15.2% |
| 6M | -5.8% | +11.2% | -17.1% | -8.0% |
| YTD | +2.4% | +51.1% | -48.7% | -5.0% |
| 1Y | -7.5% | +62.0% | -69.6% | -15.2% |
| 3Y | +20.9% | +248.2% | -227.3% | -3.0% |
| 5Y | -58.0% | +432.4% | -490.4% | -68.6% |
| 10Y | +28.9% | +739.5% | -710.6% | -15.9% |
| All | +55.0% | +318.1% | -263.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling