+418.5%
TRV vs JD
+48.3%
+370.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -0.1% | -1.7% | +1.5% | 0.0% |
| 30D | -3.4% | -13.2% | +9.7% | -2.6% |
| 3M | +26.4% | -3.2% | +29.6% | +26.5% |
| 6M | +19.3% | +15.2% | +4.1% | +17.9% |
| YTD | +28.3% | +2.0% | +26.4% | +27.8% |
| 1Y | +34.3% | -5.4% | +39.7% | +34.2% |
| 3Y | +140.1% | -9.1% | +149.2% | +136.8% |
| 5Y | +155.7% | -59.6% | +215.3% | +162.7% |
| 10Y | +285.5% | +26.2% | +259.3% | +232.0% |
| All | +418.5% | +48.3% | +370.2% | +342.8% |
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 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