-61.6%
JD vs TNA
-22.1%
-39.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -1.3% |
| 7D | -3.0% | -3.6% | +0.6% | -2.0% |
| 30D | -19.3% | -10.1% | -9.3% | -17.1% |
| 3M | -6.0% | +2.7% | -8.7% | -7.6% |
| 6M | +1.8% | +38.4% | -36.6% | -9.4% |
| YTD | -2.6% | +45.4% | -48.0% | -15.2% |
| 1Y | -17.4% | +55.9% | -73.4% | -30.5% |
| 3Y | -8.6% | +109.8% | -118.4% | -38.6% |
| 5Y | -61.6% | -22.5% | -39.1% | -68.4% |
| All | -61.6% | -22.1% | -39.5% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling