-76.0%
TE vs JD
-15.7%
-60.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.0% |
| 7D | -12.6% | +13.4% | -25.9% | -16.3% |
| 30D | -36.7% | +7.7% | -44.4% | -38.3% |
| 3M | -57.5% | -11.3% | -46.2% | -56.0% |
| 6M | -55.2% | -5.1% | -50.1% | -55.0% |
| YTD | -64.7% | +5.0% | -69.7% | -65.8% |
| 1Y | -35.9% | -5.6% | -30.2% | -35.5% |
| 3Y | -31.8% | +17.8% | -49.6% | -36.2% |
| 5Y | -79.4% | -57.2% | -22.3% | -77.0% |
| All | -76.0% | -15.7% | -60.3% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling