+18.9%
JD vs TRMB
+34.0%
-15.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | -4.1% | +2.8% | -6.9% | -4.8% |
| 30D | +4.6% | -5.9% | +10.5% | +4.9% |
| 3M | -4.7% | -3.3% | -1.4% | -5.4% |
| 6M | -17.4% | +1.3% | -18.7% | -19.4% |
| YTD | +0.7% | -29.0% | +29.7% | +10.3% |
| 1Y | -5.9% | -27.8% | +21.9% | +2.3% |
| 3Y | +18.9% | +36.3% | -17.4% | -12.2% |
| All | +18.9% | +34.0% | -15.1% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling