+78.5%
TGT vs JD
-17.4%
+95.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.0% | -2.6% | -2.5% | -4.6% |
| 30D | +3.0% | -15.4% | +18.4% | +5.7% |
| 3M | +22.6% | -5.0% | +27.6% | +23.5% |
| 6M | +31.2% | +0.9% | +30.3% | +29.5% |
| YTD | +63.7% | -2.5% | +66.2% | +63.0% |
| 1Y | +78.5% | -16.0% | +94.5% | +86.0% |
| All | +78.5% | -17.4% | +95.9% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling