-5.4%
JD vs TXG
+372.5%
-377.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | -1.7% | +1.8% | -3.5% | -1.8% |
| 30D | -13.2% | +32.0% | -45.2% | -14.7% |
| 3M | -3.2% | +87.0% | -90.2% | -7.6% |
| 6M | +15.2% | +180.1% | -164.8% | +6.0% |
| YTD | +2.0% | +284.1% | -282.1% | -8.3% |
| 1Y | -5.4% | +361.7% | -367.1% | -17.2% |
| All | -5.4% | +372.5% | -377.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling