+59.9%
TXN vs JD
-60.9%
+120.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +2.7% | -3.0% | +5.6% | +3.1% |
| 30D | -6.7% | -19.3% | +12.6% | -3.9% |
| 3M | -8.9% | -6.0% | -2.9% | -8.3% |
| 6M | +34.7% | +1.8% | +32.9% | +33.8% |
| YTD | +53.3% | -2.6% | +55.9% | +53.2% |
| 1Y | +45.0% | -17.4% | +62.5% | +48.2% |
| 3Y | +73.1% | -8.6% | +81.7% | +70.0% |
| 5Y | +59.9% | -61.6% | +121.5% | +68.9% |
| All | +59.9% | -60.9% | +120.8% | +68.9% |
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 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