+75.7%
TFC vs JD
+31.5%
+44.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +2.3% | -4.1% | +6.4% | +2.9% |
| 30D | +10.8% | +4.6% | +6.2% | +10.0% |
| 3M | -3.8% | -4.7% | +1.0% | -3.2% |
| 6M | +9.6% | -17.4% | +26.9% | +12.3% |
| YTD | +5.8% | +0.7% | +5.1% | +4.8% |
| 1Y | +16.2% | -5.9% | +22.0% | +16.3% |
| 3Y | +96.0% | +18.9% | +77.1% | +83.1% |
| 5Y | +1.7% | -62.9% | +64.6% | +8.6% |
| All | +75.7% | +31.5% | +44.2% | +45.4% |
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