+52.4%
JD vs TRI
+313.8%
-261.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | +4.6% | +3.7% | +0.9% | +2.4% |
| 3M | -4.7% | +3.7% | -8.5% | -7.4% |
| 6M | -17.4% | +35.1% | -52.5% | -29.2% |
| YTD | +0.7% | -14.0% | +14.7% | +3.5% |
| 1Y | -5.9% | -19.0% | +13.1% | -0.4% |
| 3Y | +18.9% | -12.0% | +30.9% | +14.4% |
| 5Y | -62.9% | +0.6% | -63.6% | -67.7% |
| 10Y | +32.5% | +225.4% | -192.9% | -40.6% |
| All | +52.4% | +313.8% | -261.4% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling