+6.8%
JD vs TW
+291.9%
-285.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +5.2% | +3.1% | +2.1% | +4.3% |
| 30D | +4.5% | +16.7% | -12.2% | -0.1% |
| 3M | -15.4% | +25.2% | -40.6% | -20.9% |
| 6M | -6.0% | +19.5% | -25.5% | -11.3% |
| YTD | +2.2% | +21.0% | -18.8% | -4.9% |
| 1Y | -6.7% | +19.0% | -25.6% | -12.7% |
| 3Y | +20.5% | +40.7% | -20.2% | +3.0% |
| 5Y | -58.4% | +40.1% | -98.6% | -65.4% |
| All | +6.8% | +291.9% | -285.1% | -29.9% |
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