+1.9%
JD vs TW
+209.8%
-207.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -15.4% | -1.7% | -13.6% | -15.0% |
| 3M | -5.0% | +1.6% | -6.6% | -5.9% |
| 6M | +0.9% | -17.7% | +18.6% | +5.8% |
| YTD | -2.5% | -4.3% | +1.9% | -2.8% |
| 1Y | -16.0% | -13.1% | -2.9% | -13.9% |
| 3Y | -8.5% | +20.3% | -28.8% | -18.8% |
| 5Y | -61.8% | +22.0% | -83.7% | -66.9% |
| All | +1.9% | +209.8% | -207.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling