+16.9%
JD vs TRMB
+113.5%
-96.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.5% |
| 7D | -3.0% | -2.9% | -0.1% | -1.8% |
| 30D | -19.3% | -1.8% | -17.6% | -18.9% |
| 3M | -6.0% | +8.4% | -14.4% | -9.8% |
| 6M | +1.8% | -18.5% | +20.3% | +9.6% |
| YTD | -2.6% | -26.7% | +24.2% | +9.5% |
| 1Y | -17.4% | -28.3% | +10.9% | -6.7% |
| 3Y | -8.6% | +12.6% | -21.2% | -18.7% |
| 5Y | -61.6% | -38.7% | -22.9% | -56.3% |
| 10Y | +16.9% | +120.8% | -103.9% | -16.5% |
| All | +16.9% | +113.5% | -96.7% | -16.5% |
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