+320.0%
TGT vs JD
+46.5%
+273.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 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% | +69.9% |
| 1Y | +84.4% | -5.9% | +90.2% | +84.8% |
| 3Y | +69.1% | +18.9% | +50.2% | +60.3% |
| 5Y | -26.9% | -62.9% | +36.0% | -23.1% |
| 10Y | +207.6% | +32.5% | +175.1% | +172.2% |
| All | +320.0% | +46.5% | +273.5% | +273.2% |
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