+34.4%
JD vs TCOM
+5.9%
+28.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.0% |
| 7D | -4.1% | -1.8% | -2.3% | -3.0% |
| 30D | +4.6% | +12.1% | -7.5% | -2.4% |
| 3M | -4.7% | -3.2% | -1.5% | -3.1% |
| 6M | -17.4% | -16.6% | -0.7% | -8.8% |
| YTD | +0.7% | -39.4% | +40.1% | +32.5% |
| 1Y | -5.9% | -41.5% | +35.6% | +26.4% |
| 3Y | +18.9% | +24.4% | -5.5% | -5.6% |
| 5Y | -62.9% | +41.6% | -104.5% | -74.5% |
| All | +34.4% | +5.9% | +28.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling