+46.8%
TGT vs JD
-6.1%
+53.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +9.5% | -16.0% | +25.6% | +11.8% |
| 3M | +32.3% | -3.2% | +35.4% | +32.6% |
| 6M | +37.0% | +6.1% | +31.0% | +35.5% |
| YTD | +71.0% | -0.1% | +71.2% | +70.3% |
| 1Y | +85.0% | -12.7% | +97.8% | +87.2% |
| 3Y | +46.8% | -6.3% | +53.1% | +36.9% |
| All | +46.8% | -6.1% | +53.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling