-9.7%
JD vs TSN
+19.9%
-29.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.3% | +2.6% |
| 7D | +9.0% | +8.4% | +0.5% | +8.2% |
| 30D | +5.2% | +16.1% | -10.9% | +3.9% |
| 3M | -15.9% | +3.2% | -19.0% | -15.9% |
| 6M | -7.7% | -11.1% | +3.4% | -6.6% |
| YTD | +0.1% | +5.1% | -5.0% | -1.0% |
| 1Y | -9.7% | +19.4% | -29.2% | -13.0% |
| All | -9.7% | +19.9% | -29.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling