+6.6%
JD vs TW
+221.1%
-214.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -1.7% | -2.3% | +0.7% | -1.0% |
| 30D | -13.2% | +3.9% | -17.1% | -14.2% |
| 3M | -3.2% | +5.7% | -8.9% | -5.2% |
| 6M | +15.2% | -14.5% | +29.7% | +19.5% |
| YTD | +2.0% | -0.9% | +2.8% | +0.7% |
| 1Y | -5.4% | -13.5% | +8.1% | -2.7% |
| 3Y | -9.1% | +25.0% | -34.1% | -20.2% |
| 5Y | -59.6% | +22.7% | -82.3% | -65.2% |
| All | +6.6% | +221.1% | -214.5% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling