+54.6%
JD vs TCOM
+60.2%
-5.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +5.2% | +6.5% | -1.3% | +1.6% |
| 30D | +4.5% | +13.3% | -8.8% | -2.6% |
| 3M | -15.4% | -6.5% | -9.0% | -12.4% |
| 6M | -6.0% | -16.3% | +10.3% | +2.7% |
| YTD | +2.2% | -38.7% | +40.9% | +30.7% |
| 1Y | -6.7% | -40.1% | +33.5% | +20.9% |
| 3Y | +20.5% | +30.6% | -10.1% | -3.7% |
| 5Y | -58.4% | +45.8% | -104.2% | -69.8% |
| 10Y | +32.5% | +8.1% | +24.4% | +1.1% |
| All | +54.6% | +60.2% | -5.6% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling