+1,348.7%
TSEM vs JD
+52.8%
+1,296.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | -17.5% | +13.4% | -30.9% | -19.9% |
| 30D | -44.7% | +7.7% | -52.4% | -45.7% |
| 3M | -38.9% | -11.3% | -27.6% | -37.5% |
| 6M | -36.7% | -5.1% | -31.5% | -36.2% |
| YTD | +17.0% | +5.0% | +11.9% | +15.0% |
| 1Y | +62.8% | -5.6% | +68.5% | +63.8% |
| 3Y | +471.3% | +17.8% | +453.5% | +424.5% |
| 5Y | +290.3% | -57.2% | +347.5% | +316.1% |
| 10Y | +790.1% | +34.8% | +755.3% | +532.1% |
| All | +1,348.7% | +52.8% | +1,296.0% | +895.8% |
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