+55.0%
JD vs TSN
+100.3%
-45.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.9% | +4.9% | +3.0% | +6.8% |
| 30D | +4.8% | +12.1% | -7.3% | +2.2% |
| 3M | -13.9% | +4.1% | -18.0% | -14.8% |
| 6M | -5.8% | -10.9% | +5.1% | -3.7% |
| YTD | +2.4% | +4.8% | -2.4% | +0.6% |
| 1Y | -7.5% | +17.6% | -25.2% | -11.6% |
| 3Y | +20.9% | +43.2% | -22.3% | +9.4% |
| 5Y | -58.0% | -13.9% | -44.2% | -57.9% |
| 10Y | +28.9% | +11.8% | +17.0% | +18.4% |
| All | +55.0% | +100.3% | -45.4% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling