-61.3%
JD vs TW
+22.4%
-83.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -1.3% |
| 7D | -0.8% | -3.5% | +2.7% | +0.1% |
| 30D | -16.0% | +0.5% | -16.5% | -16.2% |
| 3M | -3.2% | +4.9% | -8.1% | -4.9% |
| 6M | +6.1% | -17.1% | +23.2% | +10.7% |
| YTD | -0.1% | -3.9% | +3.7% | -0.7% |
| 1Y | -12.7% | -13.3% | +0.5% | -10.5% |
| 3Y | -6.3% | +20.9% | -27.2% | -19.9% |
| 5Y | -61.3% | +20.5% | -81.8% | -67.1% |
| All | -61.3% | +22.4% | -83.8% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling