+16.4%
JD vs TRI
+191.2%
-174.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -2.6% | -14.4% | +11.8% | +2.4% |
| 30D | -15.4% | -8.1% | -7.2% | -13.4% |
| 3M | -5.0% | +17.5% | -22.6% | -11.9% |
| 6M | +0.9% | -5.0% | +5.9% | 0.0% |
| YTD | -2.5% | -24.7% | +22.2% | +6.3% |
| 1Y | -16.0% | -41.5% | +25.5% | +3.4% |
| 3Y | -8.5% | -20.3% | +11.8% | -8.7% |
| 5Y | -61.8% | -10.9% | -50.8% | -65.2% |
| All | +16.4% | +191.2% | -174.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling