+69.1%
TGT vs JD
+17.9%
+51.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +2.6% | -4.1% | +6.8% | +3.1% |
| 30D | +4.7% | +4.6% | +0.1% | +4.0% |
| 3M | +4.6% | -4.7% | +9.3% | +5.1% |
| 6M | +34.9% | -17.4% | +52.2% | +37.7% |
| YTD | +70.9% | +0.7% | +70.2% | +69.8% |
| 1Y | +84.4% | -5.9% | +90.2% | +84.8% |
| 3Y | +69.1% | +18.9% | +50.2% | +56.8% |
| All | +69.1% | +17.9% | +51.3% | +56.8% |
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