+153.9%
TRV vs JD
-61.6%
+215.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | -4.9% | -16.0% | +11.2% | -4.7% |
| 3M | +23.7% | -3.2% | +26.9% | +23.8% |
| 6M | +20.3% | +6.1% | +14.3% | +20.1% |
| YTD | +27.1% | -0.1% | +27.2% | +27.0% |
| 1Y | +35.3% | -12.7% | +48.1% | +35.5% |
| 3Y | +139.8% | -6.3% | +146.1% | +139.0% |
| 5Y | +153.9% | -61.3% | +215.2% | +159.8% |
| All | +153.9% | -61.6% | +215.5% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling