+270.1%
TSM vs JD
-62.7%
+332.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +14.8% | -4.0% | +18.9% | +15.7% |
| 30D | -8.9% | +2.7% | -11.6% | -9.6% |
| 3M | -5.3% | -13.0% | +7.8% | -2.9% |
| 6M | +2.6% | -12.7% | +15.3% | +4.7% |
| YTD | +34.5% | -0.8% | +35.3% | +33.6% |
| 1Y | +41.0% | -8.9% | +49.9% | +42.4% |
| 3Y | +333.1% | +17.0% | +316.1% | +300.8% |
| 5Y | +270.1% | -63.5% | +333.6% | +316.5% |
| All | +270.1% | -62.7% | +332.8% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling