-6.3%
JD vs TSN
+13.0%
-19.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.3% |
| 7D | -0.8% | -5.0% | +4.3% | 0.0% |
| 30D | -16.0% | -9.1% | -7.0% | -14.7% |
| 3M | -3.2% | -7.4% | +4.2% | -2.1% |
| 6M | +6.1% | -13.4% | +19.4% | +8.3% |
| YTD | -0.1% | -8.5% | +8.4% | +0.7% |
| 1Y | -12.7% | -3.2% | -9.5% | -13.1% |
| 3Y | -6.3% | +11.5% | -17.8% | -18.2% |
| All | -6.3% | +13.0% | -19.3% | -18.2% |
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