-16.0%
JD vs TXG
+392.4%
-408.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | -2.6% | +5.0% | -7.6% | -2.9% |
| 30D | -15.4% | +13.5% | -28.9% | -16.1% |
| 3M | -5.0% | +128.0% | -133.1% | -10.7% |
| 6M | +0.9% | +224.4% | -223.5% | -8.0% |
| YTD | -2.5% | +307.0% | -309.5% | -12.9% |
| 1Y | -16.0% | +427.2% | -443.3% | -28.0% |
| All | -16.0% | +392.4% | -408.4% | -28.0% |
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