+240.8%
TMUS vs JD
+26.7%
+214.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +9.5% | +5.2% | +4.3% | +8.9% |
| 30D | +13.8% | +4.5% | +9.3% | +13.3% |
| 3M | -4.6% | -15.4% | +10.8% | -3.0% |
| 6M | -11.7% | -6.0% | -5.7% | -11.3% |
| YTD | -15.4% | +2.2% | -17.5% | -16.0% |
| 1Y | -16.1% | -6.7% | -9.5% | -15.9% |
| 3Y | +20.5% | +20.5% | -0.1% | +13.0% |
| 5Y | +48.7% | -58.4% | +107.2% | +55.2% |
| 10Y | +240.8% | +32.5% | +208.3% | +175.7% |
| All | +240.8% | +26.7% | +214.1% | +175.7% |
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