+51.2%
JD vs TNA
+125.4%
-74.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -0.8% | +4.1% | -4.9% | -1.8% |
| 30D | -16.0% | -7.6% | -8.4% | -14.4% |
| 3M | -3.2% | +8.1% | -11.3% | -6.0% |
| 6M | +6.1% | +49.0% | -42.9% | -6.8% |
| YTD | -0.1% | +51.7% | -51.8% | -13.3% |
| 1Y | -12.7% | +59.6% | -72.4% | -26.2% |
| 3Y | -6.3% | +118.9% | -125.2% | -34.5% |
| 5Y | -61.3% | -19.2% | -42.2% | -67.5% |
| 10Y | +17.6% | +77.2% | -59.6% | -39.2% |
| All | +51.2% | +125.4% | -74.2% | -38.3% |
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