-41.3%
TE vs JD
-61.6%
+20.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.8% |
| 7D | +18.2% | -0.8% | +19.0% | +18.5% |
| 30D | -13.5% | -16.0% | +2.5% | -7.5% |
| 3M | -44.6% | -3.2% | -41.4% | -44.4% |
| 6M | -24.7% | +6.1% | -30.8% | -28.0% |
| YTD | -24.3% | -0.1% | -24.1% | -25.6% |
| 1Y | +155.6% | -12.7% | +168.3% | +166.2% |
| 3Y | -18.3% | -6.3% | -12.0% | -19.3% |
| 5Y | -41.3% | -61.3% | +20.0% | -24.8% |
| All | -41.3% | -61.6% | +20.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling