+54.3%
JD vs TRMB
+69.1%
-14.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -1.7% | -2.5% | +0.9% | -0.7% |
| 30D | -13.2% | +1.5% | -14.7% | -13.9% |
| 3M | -3.2% | +6.8% | -10.0% | -6.3% |
| 6M | +15.2% | -14.9% | +30.2% | +21.4% |
| YTD | +2.0% | -24.1% | +26.1% | +12.2% |
| 1Y | -5.4% | -25.4% | +20.0% | +4.4% |
| 3Y | -9.1% | +8.0% | -17.1% | -16.7% |
| 5Y | -59.6% | -37.3% | -22.3% | -54.7% |
| 10Y | +26.2% | +116.8% | -90.6% | -11.6% |
| All | +54.3% | +69.1% | -14.8% | +13.8% |
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