+18.3%
TMO vs JD
-8.0%
+26.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -2.6% | +0.1% | -2.1% |
| 30D | -0.3% | -15.4% | +15.1% | +1.8% |
| 3M | +25.3% | -5.0% | +30.3% | +25.9% |
| 6M | +20.9% | +0.9% | +19.9% | +20.3% |
| YTD | +4.3% | -2.5% | +6.8% | +4.2% |
| 1Y | +27.0% | -16.0% | +43.1% | +29.2% |
| All | +18.3% | -8.0% | +26.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling