+111.3%
TFC vs JD
+52.8%
+58.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.2% |
| 7D | +1.2% | +13.4% | -12.1% | -0.6% |
| 30D | +8.3% | +7.7% | +0.6% | +7.1% |
| 3M | -5.2% | -11.3% | +6.1% | -3.7% |
| 6M | -0.8% | -5.1% | +4.4% | -0.5% |
| YTD | +3.4% | +5.0% | -1.6% | +1.9% |
| 1Y | +17.0% | -5.6% | +22.6% | +17.1% |
| 3Y | +86.2% | +17.8% | +68.4% | +74.7% |
| 5Y | -2.3% | -57.2% | +54.9% | +1.6% |
| 10Y | +93.9% | +34.8% | +59.1% | +58.4% |
| All | +111.3% | +52.8% | +58.6% | +69.7% |
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