-61.6%
JD vs TRI
-10.1%
-51.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | -3.0% | -8.4% | +5.4% | -1.4% |
| 30D | -19.3% | -6.5% | -12.9% | -18.5% |
| 3M | -6.0% | +18.6% | -24.6% | -10.4% |
| 6M | +1.8% | -10.4% | +12.2% | +4.0% |
| YTD | -2.6% | -23.7% | +21.1% | +6.0% |
| 1Y | -17.4% | -42.5% | +25.0% | +1.2% |
| 3Y | -8.6% | -19.3% | +10.7% | -12.1% |
| 5Y | -61.6% | -9.7% | -51.9% | -68.7% |
| All | -61.6% | -10.1% | -51.5% | -68.7% |
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