+2,245.4%
TSEM vs JD
+48.3%
+2,197.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | -14.9% | -3.2% | -11.7% | -14.6% |
| 6M | +80.0% | +15.2% | +64.8% | +74.1% |
| YTD | +89.4% | +2.0% | +87.4% | +87.9% |
| 1Y | +253.1% | -5.4% | +258.5% | +255.5% |
| 3Y | +642.1% | -9.1% | +651.2% | +622.6% |
| 5Y | +659.1% | -59.6% | +718.7% | +721.3% |
| 10Y | +1,291.4% | +26.2% | +1,265.1% | +903.4% |
| All | +2,245.4% | +48.3% | +2,197.1% | +1,526.9% |
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 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