+1,753.6%
TSM vs JD
+18.8%
+1,734.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +4.5% | -16.0% | +20.6% | +8.9% |
| 3M | +3.1% | -3.2% | +6.3% | +3.5% |
| 6M | +30.2% | +6.1% | +24.2% | +27.5% |
| YTD | +45.2% | -0.1% | +45.3% | +44.2% |
| 1Y | +79.6% | -12.7% | +92.3% | +84.0% |
| 3Y | +411.0% | -6.3% | +417.3% | +388.4% |
| 5Y | +290.7% | -61.3% | +352.1% | +339.9% |
| 10Y | +1,753.6% | +17.6% | +1,736.0% | +1,259.9% |
| All | +1,753.6% | +18.8% | +1,734.8% | +1,259.9% |
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 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