+153.1%
TE vs JD
-15.3%
+168.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.9% |
| 7D | +15.0% | -3.0% | +18.0% | +16.4% |
| 30D | -7.5% | -19.3% | +11.8% | +1.5% |
| 3M | -42.0% | -6.0% | -35.9% | -41.7% |
| 6M | -31.4% | +1.8% | -33.2% | -38.9% |
| YTD | -26.5% | -2.6% | -23.9% | -31.1% |
| 1Y | +153.1% | -17.4% | +170.5% | +172.2% |
| All | +153.1% | -15.3% | +168.4% | +172.2% |
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