+528.5%
TMO vs JD
+46.5%
+482.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.8% | -4.1% | +4.9% | +1.4% |
| 30D | +4.0% | +4.6% | -0.6% | +3.2% |
| 3M | +17.6% | -4.7% | +22.3% | +18.3% |
| 6M | +57.3% | -17.4% | +74.6% | +61.4% |
| YTD | +21.2% | +0.7% | +20.5% | +20.3% |
| 1Y | +21.1% | -5.9% | +27.0% | +21.5% |
| 3Y | +58.8% | +18.9% | +40.0% | +48.8% |
| 5Y | +11.8% | -62.9% | +74.8% | +20.3% |
| 10Y | +376.2% | +32.5% | +343.7% | +287.2% |
| All | +528.5% | +46.5% | +482.0% | +404.4% |
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