+450.5%
TMO vs JD
+48.3%
+402.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.0% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | +6.2% | -13.2% | +19.4% | +8.5% |
| 3M | +27.5% | -3.2% | +30.6% | +27.9% |
| 6M | +20.0% | +15.2% | +4.7% | +16.8% |
| YTD | +6.1% | +2.0% | +4.2% | +5.3% |
| 1Y | +25.8% | -5.4% | +31.2% | +26.0% |
| 3Y | +11.2% | -9.1% | +20.3% | +8.7% |
| 5Y | +9.6% | -59.6% | +69.2% | +15.8% |
| 10Y | +317.8% | +26.2% | +291.5% | +242.1% |
| All | +450.5% | +48.3% | +402.2% | +341.4% |
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