+236.4%
TSM vs JD
-58.0%
+294.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.0% |
| 7D | -7.6% | +13.4% | -20.9% | -9.9% |
| 30D | -20.5% | +7.7% | -28.2% | -21.8% |
| 3M | -10.0% | -11.3% | +1.3% | -8.1% |
| 6M | -10.1% | -5.1% | -4.9% | -9.7% |
| YTD | +24.5% | +5.0% | +19.5% | +22.4% |
| 1Y | +31.2% | -5.6% | +36.8% | +31.6% |
| 3Y | +322.0% | +17.8% | +304.2% | +290.7% |
| All | +236.4% | -58.0% | +294.3% | +260.5% |
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