+5.1%
JD vs TW
+294.9%
-289.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | +4.2% | +18.1% | -13.8% | -0.7% |
| 3M | -12.8% | +25.2% | -38.0% | -18.4% |
| 6M | -8.8% | +19.1% | -27.9% | -13.9% |
| YTD | +0.5% | +21.9% | -21.4% | -6.6% |
| 1Y | -8.8% | +18.9% | -27.7% | -14.6% |
| 3Y | +18.6% | +41.7% | -23.2% | +1.1% |
| 5Y | -62.2% | +40.4% | -102.7% | -68.6% |
| All | +5.1% | +294.9% | -289.8% | -31.2% |
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