+239.9%
TMUS vs JD
+29.5%
+210.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +6.5% | -4.0% | +10.5% | +6.9% |
| 30D | +11.3% | +2.7% | +8.6% | +10.9% |
| 3M | -2.9% | -13.0% | +10.1% | -1.6% |
| 6M | -10.5% | -12.7% | +2.2% | -9.5% |
| YTD | -14.4% | -0.8% | -13.6% | -14.8% |
| 1Y | -17.9% | -8.9% | -9.0% | -17.5% |
| 3Y | +21.9% | +17.0% | +4.8% | +14.6% |
| 5Y | +52.1% | -63.5% | +115.6% | +62.7% |
| All | +239.9% | +29.5% | +210.4% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling