+17.8%
JD vs TSN
+42.3%
-24.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +13.4% | +4.6% | +8.7% | +12.6% |
| 30D | +7.7% | +15.4% | -7.7% | +5.4% |
| 3M | -11.3% | +2.9% | -14.2% | -11.7% |
| 6M | -5.1% | -10.8% | +5.6% | -3.4% |
| YTD | +5.0% | +4.5% | +0.6% | +3.8% |
| 1Y | -5.6% | +19.5% | -25.2% | -9.3% |
| 3Y | +17.8% | +42.2% | -24.4% | +5.1% |
| All | +17.8% | +42.3% | -24.5% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling