+96.0%
TFC vs JD
+17.9%
+78.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +2.3% | -4.1% | +6.4% | +2.7% |
| 30D | +10.8% | +4.6% | +6.2% | +10.2% |
| 3M | -3.8% | -4.7% | +1.0% | -3.3% |
| 6M | +9.6% | -17.4% | +26.9% | +11.7% |
| YTD | +5.8% | +0.7% | +5.1% | +5.0% |
| 1Y | +16.2% | -5.9% | +22.0% | +16.3% |
| 3Y | +96.0% | +18.9% | +77.1% | +86.9% |
| All | +96.0% | +17.9% | +78.1% | +86.9% |
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