-61.3%
JD vs TXG
-65.4%
+4.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -3.2% |
| 7D | -0.8% | +9.4% | -10.2% | -2.9% |
| 30D | -16.0% | +26.1% | -42.1% | -21.0% |
| 3M | -3.2% | +124.8% | -128.0% | -22.2% |
| 6M | +6.1% | +215.2% | -209.2% | -22.9% |
| YTD | -0.1% | +302.2% | -302.3% | -32.8% |
| 1Y | -12.7% | +370.9% | -383.7% | -45.2% |
| 3Y | -6.3% | +38.5% | -44.8% | -21.6% |
| 5Y | -61.3% | -64.4% | +3.0% | -58.6% |
| All | -61.3% | -65.4% | +4.1% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling