-80.5%
TE vs JD
-19.1%
-61.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.5% |
| 7D | -19.1% | -4.1% | -14.9% | -17.9% |
| 30D | -34.1% | +4.6% | -38.7% | -35.2% |
| 3M | -60.1% | -4.7% | -55.4% | -59.6% |
| 6M | -66.0% | -17.4% | -48.6% | -64.1% |
| YTD | -71.4% | +0.7% | -72.1% | -71.9% |
| 1Y | -45.3% | -5.9% | -39.4% | -44.9% |
| 3Y | +9.1% | +18.9% | -9.7% | +1.8% |
| 5Y | -82.6% | -62.9% | -19.7% | -80.1% |
| All | -80.5% | -19.1% | -61.4% | -78.1% |
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