+2,761.1%
TSM vs JD
+48.3%
+2,712.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +3.6% | -13.2% | +16.8% | +6.8% |
| 3M | -3.4% | -3.2% | -0.2% | -3.0% |
| 6M | +20.6% | +15.2% | +5.4% | +15.9% |
| YTD | +41.9% | +2.0% | +39.9% | +40.3% |
| 1Y | +84.4% | -5.4% | +89.7% | +85.2% |
| 3Y | +380.2% | -9.1% | +389.3% | +364.9% |
| 5Y | +275.3% | -59.6% | +334.9% | +311.6% |
| 10Y | +1,751.4% | +26.2% | +1,725.1% | +1,382.2% |
| All | +2,761.1% | +48.3% | +2,712.8% | +2,159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling