+3.5%
TLT vs JD
+48.3%
-44.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -0.4% | -1.7% | +1.2% | -0.5% |
| 30D | -0.6% | -13.2% | +12.6% | -0.9% |
| 3M | -2.7% | -3.2% | +0.5% | -2.8% |
| 6M | -5.6% | +15.2% | -20.9% | -5.3% |
| YTD | -2.8% | +2.0% | -4.8% | -2.7% |
| 1Y | -1.4% | -5.4% | +3.9% | -1.5% |
| 3Y | -1.6% | -9.1% | +7.5% | -1.3% |
| 5Y | -33.8% | -59.6% | +25.8% | -34.9% |
| 10Y | -21.1% | +26.2% | -47.4% | -14.5% |
| All | +3.5% | +48.3% | -44.7% | +12.7% |
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