-50.0%
TE vs JD
-21.8%
-28.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | +15.0% | -3.0% | +18.0% | +16.1% |
| 30D | -7.5% | -19.3% | +11.8% | -1.0% |
| 3M | -42.0% | -6.0% | -35.9% | -41.2% |
| 6M | -31.4% | +1.8% | -33.2% | -32.9% |
| YTD | -26.5% | -2.6% | -23.9% | -26.9% |
| 1Y | +153.1% | -17.4% | +170.5% | +166.7% |
| 3Y | -20.7% | -8.6% | -12.1% | -20.3% |
| 5Y | -45.4% | -61.6% | +16.2% | -37.3% |
| All | -50.0% | -21.8% | -28.2% | -42.9% |
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