+54.3%
JD vs TCOM
+49.1%
+5.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | -1.7% | -9.5% | +7.9% | +3.9% |
| 30D | -13.2% | -10.7% | -2.4% | -7.5% |
| 3M | -3.2% | -14.6% | +11.4% | +4.7% |
| 6M | +15.2% | -19.3% | +34.6% | +28.6% |
| YTD | +2.0% | -42.9% | +44.9% | +36.0% |
| 1Y | -5.4% | -43.8% | +38.4% | +26.9% |
| 3Y | -9.1% | +2.1% | -11.2% | -16.6% |
| 5Y | -59.6% | +31.2% | -90.8% | -69.1% |
| 10Y | +26.2% | -13.9% | +40.2% | +6.1% |
| All | +54.3% | +49.1% | +5.2% | +18.6% |
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