-57.1%
JD vs TRMB
-38.3%
-18.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +13.4% | -16.7% | +30.0% | +20.7% |
| 30D | +7.7% | -9.9% | +17.6% | +10.7% |
| 3M | -11.3% | -7.6% | -3.7% | -10.1% |
| 6M | -5.1% | -14.7% | +9.5% | -1.0% |
| YTD | +5.0% | -30.9% | +36.0% | +20.2% |
| 1Y | -5.6% | -31.3% | +25.7% | +7.8% |
| 3Y | +17.8% | +29.4% | -11.7% | -8.6% |
| All | -57.1% | -38.3% | -18.8% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling