+409.4%
TMUS vs JD
+52.8%
+356.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | +3.6% | +13.4% | -9.8% | +2.2% |
| 30D | -3.4% | +7.7% | -11.1% | -4.1% |
| 3M | -9.5% | -11.3% | +1.8% | -8.4% |
| 6M | -15.2% | -5.1% | -10.0% | -14.9% |
| YTD | -18.9% | +5.0% | -24.0% | -19.7% |
| 1Y | -17.7% | -5.6% | -12.1% | -17.6% |
| 3Y | +15.6% | +17.8% | -2.1% | +9.2% |
| 5Y | +38.9% | -57.2% | +96.1% | +43.4% |
| 10Y | +245.3% | +34.8% | +210.5% | +187.5% |
| All | +409.4% | +52.8% | +356.6% | +321.4% |
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 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