+80.9%
TFC vs JD
+26.7%
+54.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +5.2% | -3.5% | +0.9% |
| 30D | +9.0% | +4.5% | +4.5% | +8.2% |
| 3M | -2.1% | -15.4% | +13.3% | +0.1% |
| 6M | +3.4% | -6.0% | +9.4% | +3.8% |
| YTD | +5.3% | +2.2% | +3.1% | +4.1% |
| 1Y | +16.2% | -6.7% | +22.8% | +16.4% |
| 3Y | +94.8% | +20.5% | +74.3% | +81.6% |
| 5Y | -0.7% | -58.4% | +57.8% | +4.0% |
| 10Y | +80.9% | +32.5% | +48.4% | +51.6% |
| All | +80.9% | +26.7% | +54.2% | +51.6% |
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 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