-19.8%
TLT vs JD
+14.7%
-34.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | 0.0% | -19.3% | +19.3% | -0.3% |
| 3M | -2.9% | -6.0% | +3.2% | -2.9% |
| 6M | -6.3% | +1.8% | -8.1% | -6.2% |
| YTD | -3.3% | -2.6% | -0.8% | -3.3% |
| 1Y | -4.2% | -17.4% | +13.2% | -4.4% |
| 3Y | -1.7% | -8.6% | +6.9% | -1.5% |
| 5Y | -34.9% | -61.6% | +26.7% | -36.0% |
| 10Y | -19.8% | +16.9% | -36.7% | -15.7% |
| All | -19.8% | +14.7% | -34.5% | -15.7% |
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 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