-2.2%
JD vs TXG
+24.6%
-26.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.0% | -3.0% |
| 7D | -3.0% | +9.1% | -12.1% | -5.0% |
| 30D | -19.3% | +14.9% | -34.2% | -22.2% |
| 3M | -6.0% | +120.0% | -126.0% | -23.4% |
| 6M | +1.8% | +221.8% | -220.0% | -25.3% |
| YTD | -2.6% | +312.6% | -315.1% | -33.6% |
| 1Y | -17.4% | +398.4% | -415.9% | -47.6% |
| 3Y | -8.6% | +42.1% | -50.7% | -25.4% |
| 5Y | -61.6% | -63.5% | +1.9% | -61.0% |
| All | -2.2% | +24.6% | -26.8% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling