+676.6%
TSEM vs JD
-4.6%
+681.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.9% | +6.0% | +7.4% |
| 7D | +6.9% | -1.7% | +8.6% | +7.3% |
| 30D | +5.3% | -13.2% | +18.5% | +8.4% |
| 3M | -14.9% | -3.2% | -11.7% | -14.6% |
| 6M | +80.0% | +15.2% | +64.8% | +75.5% |
| YTD | +89.4% | +2.0% | +87.4% | +88.7% |
| 1Y | +253.1% | -5.4% | +258.5% | +256.4% |
| All | +676.6% | -4.6% | +681.2% | +688.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling