+373.1%
TEL vs JD
+46.5%
+326.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +4.5% | -4.1% | +8.6% | +5.3% |
| 30D | +2.9% | +4.6% | -1.7% | +1.9% |
| 3M | +1.1% | -4.7% | +5.9% | +1.8% |
| 6M | +5.0% | -17.4% | +22.3% | +8.3% |
| YTD | -3.9% | +0.7% | -4.6% | -4.7% |
| 1Y | -7.4% | -5.9% | -1.6% | -7.1% |
| 3Y | +81.0% | +18.9% | +62.1% | +66.2% |
| 5Y | +42.3% | -62.9% | +105.2% | +55.7% |
| 10Y | +284.8% | +32.5% | +252.3% | +200.4% |
| All | +373.1% | +46.5% | +326.6% | +266.6% |
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