+31.2%
TSM vs JD
-7.3%
+38.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.1% |
| 7D | -7.6% | +13.4% | -20.9% | -9.6% |
| 30D | -20.5% | +7.7% | -28.2% | -21.5% |
| 3M | -10.0% | -11.3% | +1.3% | -7.1% |
| 6M | -10.1% | -5.1% | -4.9% | -9.0% |
| YTD | +24.5% | +5.0% | +19.5% | +22.4% |
| 1Y | +31.2% | -5.6% | +36.8% | +29.3% |
| All | +31.2% | -7.3% | +38.5% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling