+318.5%
TGT vs JD
+44.3%
+274.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.6% | -4.0% | +6.6% | +3.1% |
| 30D | +6.6% | +2.7% | +4.0% | +6.2% |
| 3M | +5.2% | -13.0% | +18.3% | +6.9% |
| 6M | +35.3% | -12.7% | +48.0% | +37.2% |
| YTD | +70.3% | -0.8% | +71.1% | +69.6% |
| 1Y | +81.2% | -8.9% | +90.0% | +82.3% |
| 3Y | +66.9% | +17.0% | +49.9% | +58.5% |
| 5Y | -27.2% | -63.5% | +36.3% | -23.2% |
| 10Y | +206.6% | +30.5% | +176.1% | +171.8% |
| All | +318.5% | +44.3% | +274.3% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling