-12.5%
TLT vs JD
+31.7%
-44.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | 0.0% |
| 7D | +0.3% | +7.9% | -7.6% | +0.4% |
| 30D | +5.1% | +4.8% | +0.3% | +5.2% |
| 3M | -0.2% | -13.9% | +13.7% | -0.4% |
| 6M | -2.9% | -5.8% | +2.9% | -3.0% |
| YTD | -2.7% | +2.4% | -5.1% | -2.6% |
| 1Y | -4.6% | -7.5% | +2.9% | -4.7% |
| 3Y | +6.1% | +20.9% | -14.8% | +6.9% |
| 5Y | -35.1% | -58.0% | +22.9% | -36.2% |
| 10Y | -12.5% | +28.9% | -41.4% | -8.5% |
| All | -12.5% | +31.7% | -44.2% | -8.5% |
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