+302.0%
TRV vs JD
+20.6%
+281.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +1.9% | +2.1% |
| 7D | +1.9% | -4.2% | +6.2% | +2.2% |
| 30D | +1.7% | -14.4% | +16.1% | +2.6% |
| 3M | +23.9% | -3.6% | +27.4% | +24.0% |
| 6M | +26.3% | -0.3% | +26.6% | +26.0% |
| YTD | +30.8% | -2.4% | +33.2% | +30.7% |
| 1Y | +36.3% | -18.5% | +54.9% | +37.5% |
| 3Y | +145.0% | -7.0% | +152.0% | +141.3% |
| 5Y | +163.9% | -61.7% | +225.6% | +173.2% |
| All | +302.0% | +20.6% | +281.4% | +256.1% |
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