-25.8%
TE vs JD
-9.8%
-16.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.6% | -4.7% |
| 7D | +3.8% | +9.0% | -5.2% | +0.5% |
| 30D | -26.2% | +5.2% | -31.4% | -27.5% |
| 3M | -49.7% | -15.9% | -33.8% | -46.8% |
| 6M | -46.5% | -7.7% | -38.8% | -47.1% |
| YTD | -59.1% | +0.1% | -59.2% | -63.3% |
| 1Y | -25.8% | -9.7% | -16.1% | -13.2% |
| All | -25.8% | -9.8% | -16.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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