+344.9%
TRV vs JD
+31.5%
+313.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.0% | -4.1% | +6.2% | +2.3% |
| 30D | +6.7% | +4.6% | +2.1% | +6.4% |
| 3M | +9.4% | -4.7% | +14.1% | +9.6% |
| 6M | +37.7% | -17.4% | +55.1% | +39.1% |
| YTD | +40.6% | +0.7% | +39.9% | +40.1% |
| 1Y | +42.4% | -5.9% | +48.3% | +42.5% |
| 3Y | +148.1% | +18.9% | +129.2% | +140.1% |
| 5Y | +181.7% | -62.9% | +244.6% | +194.2% |
| All | +344.9% | +31.5% | +313.4% | +295.6% |
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