+52.4%
JD vs TNA
+82.2%
-29.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | -4.1% | +3.7% | -7.8% | -5.3% |
| 30D | +4.6% | +4.4% | +0.2% | +2.5% |
| 3M | -4.7% | -26.7% | +21.9% | +2.1% |
| 6M | -17.4% | -12.8% | -4.5% | -16.5% |
| YTD | +0.7% | +22.7% | -21.9% | -8.5% |
| 1Y | -5.9% | +35.7% | -41.5% | -17.3% |
| 3Y | +18.9% | +134.6% | -115.7% | -19.4% |
| 5Y | -62.9% | -46.0% | -17.0% | -65.6% |
| 10Y | +32.5% | +38.0% | -5.5% | -26.7% |
| All | +52.4% | +82.2% | -29.8% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling