+32.5%
JD vs TSN
+12.5%
+20.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +5.2% | +5.8% | -0.6% | +3.8% |
| 30D | +4.5% | +12.8% | -8.3% | +1.6% |
| 3M | -15.4% | +6.5% | -21.9% | -16.8% |
| 6M | -6.0% | -10.3% | +4.2% | -4.0% |
| YTD | +2.2% | +5.5% | -3.4% | +0.1% |
| 1Y | -6.7% | +15.8% | -22.4% | -10.7% |
| 3Y | +20.5% | +42.5% | -22.0% | +8.3% |
| 5Y | -58.4% | -14.3% | -44.1% | -58.2% |
| 10Y | +32.5% | +18.2% | +14.3% | +20.5% |
| All | +32.5% | +12.5% | +20.0% | +20.5% |
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