+121.1%
TFC vs JD
+48.3%
+72.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | -1.3% | -13.2% | +11.9% | +0.6% |
| 3M | +6.1% | -3.2% | +9.2% | +6.3% |
| 6M | +7.3% | +15.2% | -7.9% | +4.4% |
| YTD | +8.2% | +2.0% | +6.2% | +7.1% |
| 1Y | +14.4% | -5.4% | +19.8% | +14.3% |
| 3Y | +93.7% | -9.1% | +102.8% | +89.0% |
| 5Y | +16.4% | -59.6% | +76.0% | +22.0% |
| 10Y | +101.6% | +26.2% | +75.3% | +66.2% |
| All | +121.1% | +48.3% | +72.8% | +78.4% |
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 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