-9.5%
JD vs TLN
+476.4%
-485.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.5% |
| 7D | -1.7% | +7.1% | -8.7% | -2.3% |
| 30D | -13.2% | -3.9% | -9.3% | -13.0% |
| 3M | -3.2% | -16.2% | +13.0% | -2.1% |
| 6M | +15.2% | -5.8% | +21.0% | +14.6% |
| YTD | +2.0% | -15.4% | +17.4% | +2.3% |
| 1Y | -5.4% | -16.7% | +11.3% | -5.1% |
| All | -9.5% | +476.4% | -485.9% | -19.2% |
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