+32.2%
JD vs TCOM
+7.7%
+24.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.0% |
| 7D | +0.4% | +2.2% | -1.7% | -0.8% |
| 30D | +4.2% | +12.5% | -8.3% | -3.0% |
| 3M | -12.8% | -5.6% | -7.1% | -9.9% |
| 6M | -8.8% | -16.5% | +7.7% | +0.6% |
| YTD | +0.5% | -39.4% | +39.9% | +32.2% |
| 1Y | -8.8% | -41.0% | +32.2% | +21.8% |
| 3Y | +18.6% | +29.2% | -10.7% | -8.1% |
| 5Y | -62.2% | +41.6% | -103.9% | -74.0% |
| 10Y | +32.2% | +6.6% | +25.6% | -0.9% |
| All | +32.2% | +7.7% | +24.6% | -0.9% |
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