-58.0%
JD vs TCOM
+42.6%
-100.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | +7.9% | +7.4% | +0.5% | +2.8% |
| 30D | +4.8% | +13.2% | -8.5% | -3.7% |
| 3M | -13.9% | -4.6% | -9.4% | -11.4% |
| 6M | -5.8% | -16.4% | +10.6% | +4.9% |
| YTD | +2.4% | -38.8% | +41.2% | +38.1% |
| 1Y | -7.5% | -37.3% | +29.8% | +22.1% |
| 3Y | +20.9% | +31.4% | -10.6% | -15.4% |
| 5Y | -58.0% | +45.5% | -103.6% | -78.1% |
| All | -58.0% | +42.6% | -100.7% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling