-16.0%
JD vs TCOM
-46.8%
+30.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -2.6% | -6.5% | +3.9% | -0.2% |
| 30D | -15.4% | -16.2% | +0.9% | -9.8% |
| 3M | -5.0% | -19.3% | +14.3% | +1.9% |
| 6M | +0.9% | -27.2% | +28.1% | +12.3% |
| YTD | -2.5% | -46.2% | +43.7% | +15.0% |
| 1Y | -16.0% | -46.6% | +30.6% | -0.1% |
| All | -16.0% | -46.8% | +30.8% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling