+1,643.1%
TSM vs JD
+31.5%
+1,611.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | +6.2% | -4.1% | +10.3% | +7.2% |
| 30D | -7.3% | +4.6% | -11.9% | -8.5% |
| 3M | -7.1% | -4.7% | -2.4% | -6.4% |
| 6M | +0.2% | -17.4% | +17.6% | +4.3% |
| YTD | +32.2% | +0.7% | +31.5% | +30.6% |
| 1Y | +42.8% | -5.9% | +48.7% | +43.4% |
| 3Y | +330.4% | +18.9% | +311.5% | +285.9% |
| 5Y | +263.9% | -62.9% | +326.9% | +316.3% |
| All | +1,643.1% | +31.5% | +1,611.6% | +1,185.7% |
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