-12.6%
TLT vs JD
+31.5%
-44.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.4% |
| 7D | -3.1% | -4.1% | +1.0% | -3.2% |
| 30D | +1.0% | +4.6% | -3.6% | +1.1% |
| 3M | -2.7% | -4.7% | +2.0% | -2.8% |
| 6M | -4.1% | -17.4% | +13.2% | -4.4% |
| YTD | -5.4% | +0.7% | -6.1% | -5.3% |
| 1Y | -7.0% | -5.9% | -1.1% | -7.0% |
| 3Y | +2.8% | +18.9% | -16.0% | +3.6% |
| 5Y | -35.4% | -62.9% | +27.6% | -36.8% |
| All | -12.6% | +31.5% | -44.1% | -8.0% |
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