+468.0%
TRV vs JD
+46.5%
+421.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.2% |
| 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% | +139.7% |
| 5Y | +181.7% | -62.9% | +244.6% | +192.5% |
| 10Y | +352.6% | +32.5% | +320.1% | +288.0% |
| All | +468.0% | +46.5% | +421.6% | +385.2% |
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