+234.7%
TMUS vs JD
+31.7%
+203.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.4% |
| 7D | +5.3% | +7.9% | -2.6% | +4.5% |
| 30D | +13.5% | +4.8% | +8.8% | +13.0% |
| 3M | -4.2% | -13.9% | +9.7% | -2.9% |
| 6M | -11.9% | -5.8% | -6.1% | -11.6% |
| YTD | -15.6% | +2.4% | -18.0% | -16.2% |
| 1Y | -16.8% | -7.5% | -9.2% | -16.5% |
| 3Y | +20.8% | +20.9% | -0.1% | +13.3% |
| 5Y | +48.0% | -58.0% | +106.1% | +54.2% |
| 10Y | +234.7% | +28.9% | +205.8% | +169.8% |
| All | +234.7% | +31.7% | +203.1% | +169.8% |
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 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