+59.0%
JD vs TRMB
+53.9%
+5.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +13.4% | -16.7% | +30.0% | +20.4% |
| 30D | +7.7% | -9.9% | +17.6% | +10.7% |
| 3M | -11.3% | -7.6% | -3.7% | -10.0% |
| 6M | -5.1% | -14.7% | +9.5% | -1.3% |
| YTD | +5.0% | -30.9% | +36.0% | +18.3% |
| 1Y | -5.6% | -31.3% | +25.7% | +6.2% |
| 3Y | +17.8% | +29.4% | -11.7% | -1.1% |
| 5Y | -57.2% | -37.4% | -19.8% | -52.5% |
| 10Y | +34.8% | +109.2% | -74.4% | -5.0% |
| All | +59.0% | +53.9% | +5.1% | +20.0% |
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