+54.3%
JD vs TSN
+72.1%
-17.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | -1.7% | -6.3% | +4.6% | -0.3% |
| 30D | -13.2% | -10.8% | -2.3% | -11.1% |
| 3M | -3.2% | -8.8% | +5.6% | -1.5% |
| 6M | +15.2% | -16.8% | +32.0% | +19.4% |
| YTD | +2.0% | -10.0% | +12.0% | +3.7% |
| 1Y | -5.4% | -5.3% | -0.1% | -5.1% |
| 3Y | -9.1% | +8.5% | -17.6% | -12.4% |
| 5Y | -59.6% | -22.9% | -36.7% | -58.4% |
| 10Y | +26.2% | -12.6% | +38.9% | +21.5% |
| All | +54.3% | +72.1% | -17.7% | +30.8% |
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