-62.2%
JD vs TRI
-0.1%
-62.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.4% | -7.2% | +7.6% | +1.8% |
| 30D | +4.2% | +4.4% | -0.2% | +2.8% |
| 3M | -12.8% | +4.5% | -17.2% | -14.3% |
| 6M | -8.8% | +23.7% | -32.5% | -14.8% |
| YTD | +0.5% | -14.4% | +14.9% | +6.4% |
| 1Y | -8.8% | -17.4% | +8.6% | -2.1% |
| 3Y | +18.6% | -11.0% | +29.6% | +11.2% |
| 5Y | -62.2% | +0.7% | -62.9% | -69.2% |
| All | -62.2% | -0.1% | -62.1% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling