+17.6%
JD vs TSN
-9.5%
+27.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.4% |
| 7D | -0.8% | -5.0% | +4.3% | +0.3% |
| 30D | -16.0% | -9.1% | -7.0% | -14.3% |
| 3M | -3.2% | -7.4% | +4.2% | -1.7% |
| 6M | +6.1% | -13.4% | +19.4% | +9.1% |
| YTD | -0.1% | -8.5% | +8.4% | +1.2% |
| 1Y | -12.7% | -3.2% | -9.5% | -12.9% |
| 3Y | -6.3% | +11.5% | -17.8% | -10.7% |
| 5Y | -61.3% | -19.5% | -41.8% | -60.5% |
| 10Y | +17.6% | -9.1% | +26.7% | +11.3% |
| All | +17.6% | -9.5% | +27.1% | +11.3% |
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