+20.8%
TMUS vs JD
+19.6%
+1.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +9.5% | +5.2% | +4.3% | +9.5% |
| 30D | +13.8% | +4.5% | +9.3% | +13.8% |
| 3M | -4.6% | -15.4% | +10.8% | -4.8% |
| 6M | -11.7% | -6.0% | -5.7% | -11.8% |
| YTD | -15.4% | +2.2% | -17.5% | -15.3% |
| 1Y | -16.1% | -6.7% | -9.5% | -16.2% |
| All | +20.8% | +19.6% | +1.2% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling