+203.6%
TGT vs JD
+20.6%
+182.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -5.2% | -4.2% | -1.0% | -4.7% |
| 30D | +1.2% | -14.4% | +15.6% | +3.3% |
| 3M | +18.4% | -3.6% | +21.9% | +18.8% |
| 6M | +33.4% | -0.3% | +33.8% | +33.0% |
| YTD | +63.8% | -2.4% | +66.2% | +63.5% |
| 1Y | +77.2% | -18.5% | +95.7% | +81.1% |
| 3Y | +41.8% | -7.0% | +48.8% | +37.9% |
| 5Y | -25.5% | -61.7% | +36.2% | -21.3% |
| All | +203.6% | +20.6% | +182.9% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling