+32.3%
JD vs TSN
+15.3%
+17.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | +2.7% | +10.2% | -7.5% | +0.3% |
| 3M | -13.0% | +7.2% | -20.2% | -14.6% |
| 6M | -12.7% | -10.6% | -2.1% | -10.7% |
| YTD | -0.8% | +3.7% | -4.5% | -2.4% |
| 1Y | -8.9% | +13.5% | -22.4% | -12.4% |
| 3Y | +17.0% | +40.1% | -23.1% | +5.6% |
| 5Y | -63.5% | -14.5% | -49.0% | -63.3% |
| All | +32.3% | +15.3% | +17.0% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling