-78.9%
TE vs JD
-18.0%
-60.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.5% |
| 7D | -26.9% | +5.2% | -32.1% | -28.2% |
| 30D | -38.9% | +4.5% | -43.4% | -39.9% |
| 3M | -61.0% | -15.4% | -45.6% | -59.0% |
| 6M | -66.4% | -6.0% | -60.4% | -66.1% |
| YTD | -69.0% | +2.2% | -71.2% | -69.7% |
| 1Y | -54.0% | -6.7% | -47.3% | -53.5% |
| 3Y | +38.0% | +20.5% | +17.5% | +28.1% |
| 5Y | -81.0% | -58.4% | -22.5% | -78.5% |
| All | -78.9% | -18.0% | -60.9% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling