-6.7%
JD vs TRMB
-31.2%
+24.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +5.2% | -16.6% | +21.8% | +6.3% |
| 30D | +4.5% | -8.9% | +13.4% | +4.3% |
| 3M | -15.4% | -6.3% | -9.1% | -15.9% |
| 6M | -6.0% | -10.0% | +3.9% | -6.2% |
| YTD | +2.2% | -30.1% | +32.3% | +6.4% |
| 1Y | -6.7% | -31.3% | +24.6% | -2.7% |
| All | -6.7% | -31.2% | +24.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling