+17.1%
JD vs TLN
+599.9%
-582.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -4.0% | +22.3% | -26.3% | -5.5% |
| 30D | +2.7% | +1.2% | +1.5% | +2.4% |
| 3M | -13.0% | +5.9% | -19.0% | -13.7% |
| 6M | -12.7% | +3.2% | -15.9% | -13.6% |
| YTD | -0.8% | +3.2% | -4.0% | -2.4% |
| 1Y | -8.9% | +5.2% | -14.1% | -10.7% |
| All | +17.1% | +599.9% | -582.8% | +11.8% |
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