+50.1%
JD vs TRI
+313.6%
-263.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -4.0% | -7.5% | +3.5% | -1.5% |
| 30D | +2.7% | +3.9% | -1.3% | +0.5% |
| 3M | -13.0% | +7.2% | -20.2% | -16.6% |
| 6M | -12.7% | +27.0% | -39.7% | -23.5% |
| YTD | -0.8% | -14.0% | +13.2% | +2.0% |
| 1Y | -8.9% | -17.7% | +8.8% | -4.4% |
| 3Y | +17.0% | -10.7% | +27.7% | +11.6% |
| 5Y | -63.5% | +0.6% | -64.1% | -68.2% |
| 10Y | +30.5% | +225.3% | -194.8% | -41.4% |
| All | +50.1% | +313.6% | -263.5% | -36.6% |
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