-76.7%
TE vs JD
-17.8%
-58.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -10.5% | +7.9% | -18.5% | -12.9% |
| 30D | -32.4% | +4.8% | -37.2% | -33.5% |
| 3M | -60.9% | -13.9% | -46.9% | -59.1% |
| 6M | -62.8% | -5.8% | -57.0% | -62.5% |
| YTD | -65.7% | +2.4% | -68.1% | -66.5% |
| 1Y | -39.9% | -7.5% | -32.4% | -39.1% |
| 3Y | +10.6% | +20.9% | -10.2% | +2.6% |
| 5Y | -79.7% | -58.0% | -21.6% | -77.1% |
| All | -76.7% | -17.8% | -58.9% | -73.8% |
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 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