-8.9%
JD vs TRMB
-30.2%
+21.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -4.0% | +4.1% | -8.1% | -4.3% |
| 30D | +2.7% | -7.0% | +9.6% | +2.3% |
| 3M | -13.0% | -0.9% | -12.1% | -14.1% |
| 6M | -12.7% | -1.2% | -11.5% | -14.0% |
| YTD | -0.8% | -28.7% | +27.9% | +3.9% |
| 1Y | -8.9% | -32.1% | +23.2% | -3.9% |
| All | -8.9% | -30.2% | +21.3% | -3.9% |
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