+16.5%
JD vs TNA
+86.1%
-69.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -4.2% | -7.3% | +3.0% | -2.4% |
| 30D | -14.4% | -14.2% | -0.2% | -11.2% |
| 3M | -3.6% | -4.6% | +1.0% | -3.1% |
| 6M | -0.3% | +36.9% | -37.2% | -9.9% |
| YTD | -2.4% | +42.5% | -44.9% | -13.3% |
| 1Y | -18.5% | +45.8% | -64.3% | -28.8% |
| 3Y | -7.0% | +104.7% | -111.7% | -32.6% |
| 5Y | -61.7% | -21.7% | -40.0% | -67.3% |
| All | +16.5% | +86.1% | -69.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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