-61.3%
JD vs TCOM
+26.3%
-87.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.2% |
| 7D | -0.8% | -7.6% | +6.8% | +4.5% |
| 30D | -16.0% | -12.2% | -3.8% | -8.4% |
| 3M | -3.2% | -14.2% | +11.0% | +6.0% |
| 6M | +6.1% | -25.0% | +31.1% | +27.0% |
| YTD | -0.1% | -43.7% | +43.6% | +42.4% |
| 1Y | -12.7% | -44.5% | +31.8% | +25.2% |
| 3Y | -6.3% | +13.4% | -19.7% | -26.5% |
| 5Y | -61.3% | +26.5% | -87.8% | -77.3% |
| All | -61.3% | +26.3% | -87.7% | -77.3% |
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