+17.8%
JD vs TLN
+538.9%
-521.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.4% | +1.1% |
| 7D | +13.4% | -1.3% | +14.7% | +13.3% |
| 30D | +7.7% | -10.5% | +18.2% | +8.5% |
| 3M | -11.3% | +0.1% | -11.4% | -11.7% |
| 6M | -5.1% | -17.4% | +12.3% | -4.2% |
| YTD | +5.0% | -9.7% | +14.7% | +4.4% |
| 1Y | -5.6% | -12.3% | +6.6% | -6.1% |
| 3Y | +17.8% | +528.3% | -510.5% | +11.5% |
| All | +17.8% | +538.9% | -521.2% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling