+471.3%
TSEM vs JD
+16.8%
+454.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | -17.5% | +13.4% | -30.9% | -19.7% |
| 30D | -44.7% | +7.7% | -52.4% | -45.6% |
| 3M | -38.9% | -11.3% | -27.6% | -37.5% |
| 6M | -36.7% | -5.1% | -31.5% | -36.1% |
| YTD | +17.0% | +5.0% | +11.9% | +15.7% |
| 1Y | +62.8% | -5.6% | +68.5% | +64.1% |
| 3Y | +471.3% | +17.8% | +453.5% | +459.9% |
| All | +471.3% | +16.8% | +454.5% | +459.9% |
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