+1,641.8%
TSM vs JD
+31.1%
+1,610.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | +4.4% | +0.4% | +4.0% | +4.2% |
| 30D | -7.0% | +4.2% | -11.2% | -8.2% |
| 3M | -1.8% | -12.8% | +10.9% | +1.1% |
| 6M | +2.7% | -8.8% | +11.5% | +4.1% |
| YTD | +37.1% | +0.5% | +36.6% | +35.5% |
| 1Y | +43.5% | -8.8% | +52.2% | +45.2% |
| 3Y | +341.5% | +18.6% | +322.9% | +296.1% |
| 5Y | +278.9% | -62.2% | +341.1% | +330.9% |
| 10Y | +1,641.8% | +32.2% | +1,609.6% | +1,171.7% |
| All | +1,641.8% | +31.1% | +1,610.7% | +1,171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling