+295.2%
TEL vs JD
+20.5%
+274.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | -2.6% | +0.3% | -1.8% |
| 30D | -6.1% | -15.4% | +9.3% | -3.1% |
| 3M | +1.7% | -5.0% | +6.7% | +2.4% |
| 6M | +1.6% | +0.9% | +0.7% | +0.9% |
| YTD | -9.1% | -2.5% | -6.6% | -9.2% |
| 1Y | -1.7% | -16.0% | +14.4% | +0.9% |
| 3Y | +67.3% | -8.5% | +75.9% | +61.7% |
| 5Y | +52.1% | -61.8% | +113.9% | +66.1% |
| All | +295.2% | +20.5% | +274.7% | +211.8% |
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 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