+52.1%
JD vs TSN
+100.3%
-48.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +4.2% | +11.8% | -7.5% | +1.7% |
| 3M | -12.8% | +7.1% | -19.8% | -14.2% |
| 6M | -8.8% | -9.2% | +0.4% | -7.2% |
| YTD | +0.5% | +4.8% | -4.3% | -1.2% |
| 1Y | -8.8% | +11.6% | -20.4% | -11.7% |
| 3Y | +18.6% | +41.5% | -23.0% | +7.7% |
| 5Y | -62.2% | -15.5% | -46.7% | -61.9% |
| 10Y | +32.2% | +16.9% | +15.4% | +20.6% |
| All | +52.1% | +100.3% | -48.3% | +24.7% |
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