+82.2%
TEL vs JD
+19.6%
+62.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +5.2% | -6.1% | -1.7% |
| 30D | -0.2% | +4.5% | -4.7% | -0.9% |
| 3M | +2.0% | -15.4% | +17.4% | +4.2% |
| 6M | +6.4% | -6.0% | +12.5% | +6.8% |
| YTD | -3.2% | +2.2% | -5.4% | -4.1% |
| 1Y | -11.2% | -6.7% | -4.5% | -11.0% |
| All | +82.2% | +19.6% | +62.6% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling