-4.2%
JD vs TRMB
+13.5%
-17.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -1.7% | -2.5% | +0.9% | -0.9% |
| 30D | -13.2% | +1.5% | -14.7% | -13.7% |
| 3M | -3.2% | +6.8% | -10.0% | -5.4% |
| 6M | +15.2% | -14.9% | +30.2% | +20.5% |
| YTD | +2.0% | -24.1% | +26.1% | +10.7% |
| 1Y | -5.4% | -25.4% | +20.0% | +2.9% |
| All | -4.2% | +13.5% | -17.6% | -12.4% |
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 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