-6.4%
JD vs TSN
+11.8%
-18.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +7.9% | +4.9% | +3.0% | +7.4% |
| 30D | +4.8% | +12.1% | -7.3% | +3.7% |
| 3M | -13.9% | +4.1% | -18.0% | -14.1% |
| 6M | -5.8% | -10.9% | +5.1% | -4.6% |
| YTD | +2.4% | +4.8% | -2.4% | +1.2% |
| All | -6.4% | +11.8% | -18.3% | -9.6% |
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