-8.9%
JD vs TXG
+256.0%
-264.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -1.2% |
| 7D | -4.0% | +1.8% | -5.8% | -4.1% |
| 30D | +2.7% | -17.7% | +20.3% | +2.9% |
| 3M | -13.0% | +2.3% | -15.4% | -14.3% |
| 6M | -12.7% | +182.5% | -195.2% | -20.9% |
| YTD | -0.8% | +262.4% | -263.2% | -11.6% |
| 1Y | -8.9% | +254.1% | -263.0% | -18.8% |
| All | -8.9% | +256.0% | -264.9% | -18.8% |
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