+470.7%
TMUS vs JD
+48.3%
+422.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +5.3% | -13.2% | +18.4% | +6.7% |
| 3M | +3.1% | -3.2% | +6.3% | +3.3% |
| 6M | -16.5% | +15.2% | -31.7% | -18.0% |
| YTD | -9.2% | +2.0% | -11.1% | -9.7% |
| 1Y | -26.5% | -5.4% | -21.1% | -26.6% |
| 3Y | +39.0% | -9.1% | +48.1% | +35.5% |
| 5Y | +40.4% | -59.6% | +100.0% | +45.8% |
| 10Y | +303.7% | +26.2% | +277.5% | +238.4% |
| All | +470.7% | +48.3% | +422.4% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling