-34.5%
TLT vs JD
-63.0%
+28.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.4% |
| 7D | -3.1% | -4.1% | +1.0% | -3.0% |
| 30D | +1.0% | +4.6% | -3.6% | +1.0% |
| 3M | -2.7% | -4.7% | +2.0% | -2.7% |
| 6M | -4.1% | -17.4% | +13.2% | -3.9% |
| YTD | -5.4% | +0.7% | -6.1% | -5.4% |
| 1Y | -7.0% | -5.9% | -1.1% | -7.0% |
| 3Y | +2.8% | +18.9% | -16.0% | +1.9% |
| All | -34.5% | -63.0% | +28.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling