-14.3%
JD vs TLN
+602.5%
-616.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.3% |
| 7D | -0.8% | +10.9% | -11.7% | -1.7% |
| 30D | -16.0% | -6.3% | -9.7% | -15.6% |
| 3M | -3.2% | -10.7% | +7.5% | -2.6% |
| 6M | +6.1% | +1.6% | +4.4% | +4.7% |
| YTD | -0.1% | -13.1% | +13.0% | -0.1% |
| 1Y | -12.7% | -15.1% | +2.3% | -12.6% |
| 3Y | -6.3% | +495.0% | -501.3% | -28.4% |
| All | -14.3% | +602.5% | -616.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling