-17.1%
TMUS vs JD
-9.4%
-7.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +8.2% | +0.4% | +7.7% | +8.1% |
| 30D | +13.4% | +4.2% | +9.1% | +13.2% |
| 3M | -3.0% | -12.8% | +9.7% | -3.5% |
| 6M | -8.8% | -8.8% | 0.0% | -9.5% |
| YTD | -13.8% | +0.5% | -14.3% | -12.9% |
| 1Y | -17.1% | -8.8% | -8.3% | -16.4% |
| All | -17.1% | -9.4% | -7.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling