+54.9%
JNJ vs TTD
-72.9%
+127.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -4.3% | -7.4% | +3.1% | -4.5% |
| 30D | +3.0% | +3.0% | 0.0% | +3.2% |
| 3M | +12.2% | -27.6% | +39.8% | +11.1% |
| 6M | +10.5% | -49.5% | +60.0% | +7.5% |
| YTD | +30.8% | -63.2% | +94.0% | +26.6% |
| 1Y | +54.9% | -69.7% | +124.7% | +52.8% |
| All | +54.9% | -72.9% | +127.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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