-78.3%
TE vs JD
-19.3%
-59.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | -22.0% | +0.4% | -22.4% | -22.3% |
| 30D | -33.6% | +4.2% | -37.9% | -34.6% |
| 3M | -61.1% | -12.8% | -48.3% | -59.4% |
| 6M | -64.7% | -8.8% | -56.0% | -64.1% |
| YTD | -68.1% | +0.5% | -68.6% | -68.7% |
| 1Y | -51.7% | -8.8% | -42.9% | -50.8% |
| 3Y | +42.0% | +18.6% | +23.4% | +32.5% |
| 5Y | -80.8% | -62.2% | -18.6% | -78.1% |
| All | -78.3% | -19.3% | -59.0% | -75.5% |
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