+55.0%
JD vs TRMB
+55.5%
-0.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +7.9% | -17.0% | +24.9% | +14.7% |
| 30D | +4.8% | -9.0% | +13.8% | +7.3% |
| 3M | -13.9% | -8.1% | -5.8% | -12.4% |
| 6M | -5.8% | -10.1% | +4.3% | -4.1% |
| YTD | +2.4% | -30.2% | +32.6% | +14.9% |
| 1Y | -7.5% | -30.7% | +23.2% | +3.7% |
| 3Y | +20.9% | +32.6% | -11.7% | +0.5% |
| 5Y | -58.0% | -38.1% | -19.9% | -53.3% |
| 10Y | +28.9% | +98.9% | -70.0% | -7.8% |
| All | +55.0% | +55.5% | -0.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling