-9.7%
JD vs TXG
+406.9%
-416.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +3.0% |
| 7D | +9.0% | -19.3% | +28.2% | +9.5% |
| 30D | +5.2% | -30.9% | +36.1% | +6.2% |
| 3M | -15.9% | +41.1% | -57.0% | -17.8% |
| 6M | -7.7% | +211.9% | -219.6% | -14.4% |
| YTD | +0.1% | +314.0% | -313.9% | -7.9% |
| 1Y | -9.7% | +405.4% | -415.1% | -17.4% |
| All | -9.7% | +406.9% | -416.7% | -17.4% |
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