+2.3%
JD vs TXG
+16.0%
-13.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -13.2% | +32.0% | -45.2% | -19.1% |
| 3M | -3.2% | +87.0% | -90.2% | -18.1% |
| 6M | +15.2% | +180.1% | -164.8% | -12.7% |
| YTD | +2.0% | +284.1% | -282.1% | -29.3% |
| 1Y | -5.4% | +361.7% | -367.1% | -38.9% |
| 3Y | -9.1% | +15.9% | -25.0% | -21.5% |
| 5Y | -59.6% | -66.2% | +6.6% | -58.2% |
| All | +2.3% | +16.0% | -13.7% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling