+32.3%
JD vs TRMB
+103.0%
-70.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -4.0% | +4.1% | -8.1% | -5.6% |
| 30D | +2.7% | -7.0% | +9.6% | +4.2% |
| 3M | -13.0% | -0.9% | -12.1% | -14.3% |
| 6M | -12.7% | -1.2% | -11.5% | -14.5% |
| YTD | -0.8% | -28.7% | +27.9% | +11.0% |
| 1Y | -8.9% | -32.1% | +23.2% | +3.9% |
| 3Y | +17.0% | +33.4% | -16.4% | -4.9% |
| 5Y | -63.5% | -35.6% | -27.9% | -59.8% |
| All | +32.3% | +103.0% | -70.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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